in Estudios de Administración
Modelo de Teoría de Juegos y Opciones Reales Multinomiales para valorar estrategias, acuerdos y penalidades
Resumen:
El diseño y elección de estrategias en entornos competitivos requiere considerar tres fuentes de incertidumbre: derivadas de las decisiones del agente, emergentes de estados de la naturaleza y producto de las decisiones de competidores. Para ello, es requerido un modelo numérico que considere las acciones de los competidores, para valorar estrategias, diseño de acuerdos colaborativos y cuantificación de penalidades. El trabajo propone un modelo numérico simple de Teoría de Juegos y Opciones Reales con fuente de riesgo múltiples. La primera parte expone los fundamentos matemáticos del modelo. Su funcionamiento es ilustrado con la valuación de casos correspondientes a estrategias sin acuerdo colaborativo. Seguidamente, es valuada la estrategia de cooperación y penalidades monetarias por incumplimiento. Finalmente es expuesto las principales conclusiones.
Full text available only in PDF format.
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Resumen:
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The article was received on Sun, 22 Aug 2021, accepted on Fri, 01 Oct 2021, and published on .
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Author
Gastón Silverio Milanesi
Departamento Ciencias de la Administración, Universidad Nacional del Sur, Argentina, Argentina