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.
Stochastic variational formulation for a general random time-dependent economic equilibrium problem / Barbagallo, A.; Guarino Lo Bianco, S.. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - 14:8(2020), pp. 2479-2493. [10.1007/s11590-020-01569-0]
Stochastic variational formulation for a general random time-dependent economic equilibrium problem
Guarino Lo Bianco S.
2020
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.
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