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This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…

Dynamical Systems · Mathematics 2010-01-12 Iasson Karafyllis , Zhong-Ping Jiang , George Athanasiou

Having fixed capacities, homogeneous products and price sensitive customer purchase decision are primary distinguishing characteristics of numerous revenue management systems. Even with two or three rivals, competition is still highly…

Theoretical Economics · Economics 2022-08-08 Niloofar Fadavi

The global dynamics is investigated for a duopoly game where the perfect foresight hypothesis is relaxed and firms are worst-case maximizers. Overlooking the degree of product substitutability as well as the sensitivity of price to…

Theoretical Economics · Economics 2023-11-21 Davide Radi , Laura Gardini

Cournot competition is a fundamental economic model that represents firms competing in a single market of a homogeneous good. Each firm tries to maximize its utility---a function of the production cost as well as market price of the…

Computer Science and Game Theory · Computer Science 2014-07-25 Melika Abolhassani , MohammadHossein Bateni , MohammadTaghi Hajiaghayi , Hamid Mahini , Anshul Sawant

We consider a variant of Cournot competition, where multiple firms allocate the same amount of resource across multiple markets. We prove that the game has a unique pure-strategy Nash equilibrium (NE), which is symmetric and is…

Optimization and Control · Mathematics 2020-12-15 Ruda Zhang , Roger Ghanem

Globally operating suppliers face the rising challenge of wholesale pricing under scarce data about retail demand, in contrast to better informed, locally operating retailers. At the same time, as local businesses proliferate, markets…

Computer Science and Game Theory · Computer Science 2021-07-19 Costis Melolidakis , Stefanos Leonardos , Constandina Koki

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

Computer Science and Game Theory · Computer Science 2024-07-17 Juncheng Li , Pingzhong Tang

We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Computer Science and Game Theory · Computer Science 2021-07-19 Constandina Koki , Stefanos Leonardos , Costis Melolidakis

The paper deals with a class of parametrized equilibrium problems, where the objectives of the players do possess nonsmooth terms. The respective Nash equilibria can be characterized via a parameter-dependent variational inequality of the…

Optimization and Control · Mathematics 2019-11-06 Jiří V. Outrata , Jan Valdman

We consider a game where a finite number of retailers choose a location, given that their potential consumers are distributed on a network. Retailers do not compete on price but only on location, therefore each consumer shops at the closest…

Computer Science and Game Theory · Computer Science 2019-01-03 Gaëtan Fournier , Marco Scarsini

This paper investigates inventory management in a multi channel distribution system consisting of one manufacturer and an arbitrary number of retailers that face stochastic demand. Existence of the pure Nash equilibrium is proved and…

Computer Science and Game Theory · Computer Science 2009-06-02 Mahtab Hoseininia , Farzad Didehvar , Mir Mehdi Seyyed Esfahani

We study how storage, operating as a price maker within a market environment, may be optimally operated over an extended period of time. The optimality criterion may be the maximisation of the profit of the storage itself, where this profit…

Optimization and Control · Mathematics 2016-06-20 James Cruise , Lisa Flatley , Stan Zachary

We study a model of retail agglomeration where consumers are more likely to visit zones with a higher concentration of shops. This agglomerative effect makes zones with many retailers more attractive. The spatial distribution of retailers…

Theoretical Economics · Economics 2025-08-05 Minoru Osawa , Takashi Akamatsu , Yosuke Kogure

We consider a price competition between two sellers of perfect-complement goods. Each seller posts a price for the good it sells, but the demand is determined according to the sum of prices. This is a classic model by Cournot (1838), who…

Computer Science and Game Theory · Computer Science 2017-06-02 Moshe Babaioff , Liad Blumrosen , Noam Nisan

The paper compares two types of industrial organization in the Cournot duopoly: (a) the classical one, where the market players maximize profits and the outcome of the game is a Cournot-Nash equilibrium; (b) a contest in which players…

General Economics · Economics 2025-09-03 Rabah Amir , Igor V. Evstigneev , Mikhail V. Zhitlukhin

We consider an augmented version of Merton's portfolio choice problem, where trading by large investors influences the price of underlying financial asset leading to strategic interaction among investors, with investors deciding their…

Mathematical Finance · Quantitative Finance 2023-09-29 Puru Gupta , Saul D. Jacka

Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological…

Physics and Society · Physics 2010-11-16 Sitabhra Sinha

We study continuous time Bertrand oligopolies in which a small number of firms producing similar goods compete with one another by setting prices. We first analyze a static version of this game in order to better understand the strategies…

Optimization and Control · Mathematics 2010-07-01 Andrew Ledvina , Ronnie Sircar

In this discussion draft, we investigate five different models of duopoly games, where the market is assumed to have an isoelastic demand function. Moreover, quadratic cost functions reflecting decreasing returns to scale are considered.…

Theoretical Economics · Economics 2022-03-21 Xiaoliang Li

This paper studies a spatial competition game between two firms that sell a homogeneous good at some pre-determined fixed price. A population of consumers is spread out over the real line, and the two firms simultaneously choose location in…

Optimization and Control · Mathematics 2020-01-31 Gaëtan Fournier , Karine Van Der Straeten , Jörgen Weibull
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