Jan-Henrik Steg

Bielefeld University - Center for Mathematical Economics

Postfach 10 01 31

Bielefeld, D-33501

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

447

SSRN CITATIONS
Rank 35,303

SSRN RANKINGS

Top 35,303

in Total Papers Citations

1

CROSSREF CITATIONS

16

Scholarly Papers (9)

1.

Subgame-Perfect Equilibria in Stochastic Timing Games

Institute of Mathematical Economics Working Paper No. 524
Number of pages: 28 Posted: 19 Sep 2014 Last Revised: 08 Nov 2014
Frank Riedel and Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 126 (229,778)
Citation 1

Abstract:

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timing games, stochastic games, mixed strategies, subgame-perfect equilibrium in continuous time, optimal stopping

2.

On Public Good Provision Mechanisms with Dominant Strategies and Balanced Budget

Center for Mathematical Economics Working Paper No. 553
Number of pages: 23 Posted: 01 Mar 2016 Last Revised: 25 Mar 2016
Christoph Kuzmics and Jan-Henrik Steg
University of Graz - Department of Economics and Bielefeld University - Center for Mathematical Economics
Downloads 94 (282,225)
Citation 2

Abstract:

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Public good provision, asymmetric information, dominant strategy

3.

On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time

Institute of Mathematical Economics Working Paper No. 525
Number of pages: 39 Posted: 19 Sep 2014 Last Revised: 08 Nov 2014
Mathias Staudigl and Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 59 (367,803)
Citation 2

Abstract:

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continuous-time game theory, stochastic optimal control, weak convergence

4.

Continuous-Time Public Good Contribution Under Uncertainty

Institute of Mathematical Economics Working Paper No. 485
Number of pages: 34 Posted: 12 Jul 2013
Giorgio Ferrari, Frank Riedel and Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 43 (422,308)

Abstract:

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irreversible investment, singular stochastic control, first order conditions for optimality, stochastic games, Nash equilibrium, free-riding

5.

Quick or Persistent? Strategic Investment Demanding Versatility

Center for Mathematical Economics Working Paper No. 541
Number of pages: 35 Posted: 12 Jun 2015 Last Revised: 13 Nov 2015
Jan-Henrik Steg and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Downloads 33 (463,719)
Citation 4

Abstract:

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stochastic timing games, preemption, war of attrition, real options, Markov perfect equilibrium, two-dimensional optimal stopping

6.

Irreversible Investment in Oligopoly

Finance Stochastics, Vol. 16, No. 2, 2012
Number of pages: 19 Posted: 17 Sep 2014
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Downloads 28 (488,209)

Abstract:

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Irreversible investment, Oligopoly, Equilibrium, Singular stochastic control

7.

Preemptive Investment under Uncertainty

Center for Mathematical Economics Working Paper No. 549
Number of pages: 39 Posted: 12 Nov 2015 Last Revised: 01 Jun 2016
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Downloads 25 (504,378)
Citation 1

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preemption, real options, irreversible investment, equilibrium, optimal stopping

8.

Symmetric Equilibria in Stochastic Timing Games

Center for Mathematical Economics Working Paper No. 543
Number of pages: 49 Posted: 17 Jul 2015
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Downloads 23 (515,796)
Citation 1

Abstract:

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stochastic timing games, mixed strategies, subgame perfect equilibrium, optimal stopping, Snell envelope

9.

On Preemption in Discrete and Continuous Time

Center for Mathematical Economics Working Paper No. 556
Number of pages: 16 Posted: 11 Apr 2016
Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics
Downloads 16 (557,426)
Citation 1

Abstract:

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preemption, discrete time, continuous time, subgame perfect equilibrium, convergence