Irreversible Investitionsspiele unter Unsicherheit
Walch, Patrick G.
FakultätenFakultät für Mathematik und Wirtschaftswissenschaften
LizenzStandard (Fassung vom 01.10.2008)
In this thesis we deal with irreversible investment games under uncertainty. This is a subject that everybody has to consider frequently. Especially, in many economic situations, possible investments have an uncertain outcome, which makes a precise analysis necessary. This work can be divided into three main parts: static games, stopping games and dynamic games. In static and stopping games, the actors decide only once when they have to make a given investment with uncertain payoffs. In dynamic games, players decide dynamically how much they will invest in an uncertain project at any point of time. In the dynamic games´ part, we also analyze the effect of cooperation to the player´s outcome.
Erstellung / Fertigstellung
Normierte SchlagwörterInvestitionsplanung [GND]
Optimales Stoppen [GND]
Game theory [LCSH]