Paper Info
Title
Stochastic variational formulation for a general random time-dependent economic equilibrium problem
Abstract
In the paper, in a Hilbert space setting, a random time-dependent oligopolistic market equilibrium problem in presence of both production and demand excesses is studied and the random time-dependent Cournot-Nash equilibrium principle by means of a stochastic variational inequality is characterized. Then, some existence results to such problem are established and the stochastic continuity of the equilibrium solution is proved. Moreover a simple numerical example illustrates the theoretical results.
Year
DOI
Venue
2020
10.1007/s11590-020-01569-0
OPTIMIZATION LETTERS
Keywords
DocType
Volume
Random time-dependent Cournot-Nash equilibrium principle,Oligopolistic market equilibrium problem,Stochastic variational inequalities
Journal
14.0
Issue
ISSN
Citations 
8.0
1862-4472
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Annamaria Barbagallo1395.90
Serena Guarino Lo Bianco201.01