Abstract In this note, we consider a class of variational inequalities on probabilistic Lebesgue spaces, where the constraints are satisfied on average, and provide an approximation procedure for the solutions. As an application, we investigate the Nash–Cournot oligopoly problem with uncertain data and compare the solutions obtained when the constraints are satisfied on average with the ones obtained when the constraints are satisfied almost surely.
On stochastic variational inequalities with mean value constraints
FARACI, FRANCESCA;RACITI, Fabio
2016-01-01
Abstract
Abstract In this note, we consider a class of variational inequalities on probabilistic Lebesgue spaces, where the constraints are satisfied on average, and provide an approximation procedure for the solutions. As an application, we investigate the Nash–Cournot oligopoly problem with uncertain data and compare the solutions obtained when the constraints are satisfied on average with the ones obtained when the constraints are satisfied almost surely.File in questo prodotto:
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