In this note we investigate stochastic Nash equilibrium problems by means of monotone variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class of oligopolistic market equilibrium problems where the data are known through their probability distributions

Variational Inequality Approach to Stochastic Nash Equilibrium Problems with an Application to Cournot Oligopoly

RACITI, Fabio
2015-01-01

Abstract

In this note we investigate stochastic Nash equilibrium problems by means of monotone variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class of oligopolistic market equilibrium problems where the data are known through their probability distributions
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11769/41652
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