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Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2012, Volume 4, Issue 4, Pages 3–22 (Mi mgta94)  
This article is cited in 1 scientific paper (total in 1 paper)

Game-theoretic model of agents' interaction in a two-stage market with a random factor

Alexander A. Vasin, Ekaterina A. Daylova

Moscow State University
Full-text PDF (458 kB) Citations (1)
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Abstract: We examine a game-theoretic model of a two-stage market with arbitrageurs. Arbitrageurs are risk-neutral and operate in the conditions of perfect competition. A random factor affects the outcome in the spot market. Thus, the spot price is a random value. We determine the optimal strategies for consumers, producers, and arbitrageurs. We analyze the dependence of producers' market power on parameters of the model. The results show that introduction of the forward market substantially reduces the market power of producers.
Keywords: forward market, subgame perfect equilibrium, Cournot oligopoly.
English version:
Automation and Remote Control, 2014, Volume 75, Issue 9, Pages 1677–1688
DOI: https://doi.org/10.1134/S0005117914090136
Bibliographic databases:
Document Type: Article
UDC: 519.83
BBC: 22.18
Language: Russian
Citation: Alexander A. Vasin, Ekaterina A. Daylova, “Game-theoretic model of agents' interaction in a two-stage market with a random factor”, Mat. Teor. Igr Pril., 4:4 (2012), 3–22; Autom. Remote Control, 75:9 (2014), 1677–1688
Citation in format AMSBIB
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\by Alexander~A.~Vasin, Ekaterina~A.~Daylova
\paper Game-theoretic model of agents' interaction in a~two-stage market with a~random factor
\jour Mat. Teor. Igr Pril.
\yr 2012
\vol 4
\issue 4
\pages 3--22
\mathnet{http://mi.mathnet.ru/mgta94}
\transl
\jour Autom. Remote Control
\yr 2014
\vol 75
\issue 9
\pages 1677--1688
\crossref{https://doi.org/10.1134/S0005117914090136}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000342131200013}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математическая теория игр и её приложения
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    Abstract page:428
    Full-text PDF :109
    References:57
    First page:1
     
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