On Stochastic Variational Inequalities with Mean Value Constraints

Francesca Faraci (), Baasansuren Jadamba () and Fabio Raciti ()
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Francesca Faraci: Università di Catania
Baasansuren Jadamba: Rochester Institute of Technology
Fabio Raciti: Università di Catania

Journal of Optimization Theory and Applications, 2016, vol. 171, issue 2, No 19, 675-693

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.

Keywords: Stochastic variational inequalities; Nash equilibrium; Cournot oligopoly; Mosco convergence; Probabilistic constraints; 49J55; 91B76; 91F10 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-016-0888-z

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