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

B. Jadamba () and F. Raciti ()
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B. Jadamba: Center for Applied and Computational Mathematics, Rochester Institute of Technology
F. Raciti: Università di Catania

Journal of Optimization Theory and Applications, 2015, vol. 165, issue 3, No 19, 1050-1070

Abstract: 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.

Keywords: Stochastic Nash equilibrium; Cournot oligopoly; Stochastic variational inequalities; Monotone operator; 49J40; 47B80; 47H05 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-014-0673-9

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