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A random time-dependent noncooperative equilibrium problem

Annamaria Barbagallo () and Serena Guarino Lo Bianco ()
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Annamaria Barbagallo: University of Naples Federico II
Serena Guarino Lo Bianco: University of Naples Federico II

Computational Optimization and Applications, 2023, vol. 84, issue 1, No 3, 27-52

Abstract: Abstract The paper deals with the random time-dependent oligopolistic market equilibrium problem. For such a problem the firms’ point of view has been analyzed in Barbagallo and Guarino Lo Bianco (Optim. Lett. 14: 2479–2493, 2020) while here the policymaker’s point of view is studied. The random dynamic optimal control equilibrium conditions are expressed by means of an inverse stochastic time-dependent variational inequality which is proved to be equivalent to a stochastic time-dependent variational inequality. Some existence and well-posedness results for optimal regulatory taxes are obtained. Moreover a numerical scheme to compute the solution to the stochastic time-dependent variational inequality is presented. Finally an example is discussed.

Keywords: Inverse stochastic time-dependent variational inequality; Random dynamic optimal control equilibrium problem; Existence results; Well-posedness analysis (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10589-022-00368-w

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