EconPapers    
Economics at your fingertips  
 

A Stochastic Model of Oligopolistic Market Equilibrium Problems

Baasansuren Jadamba () and Fabio Raciti ()
Additional contact information
Baasansuren Jadamba: Rochester Institute of Technology, Center for Applied and Computational Mathematics
Fabio Raciti: Università di Catania, Dipartimento di Matematica e Informatica

A chapter in Optimization in Science and Engineering, 2014, pp 263-271 from Springer

Abstract: Abstract In this note we use the theory of stochastic variational inequalities to model a class of oligopolistic market equilibrium problems where the data are known through their probabilistic distributions.

Keywords: Variational Inequality; Equilibrium Problem; Extragradient Method; Nash Equilibrium Problem; Oligopolistic Market (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-0808-0_13

Ordering information: This item can be ordered from
http://www.springer.com/9781493908080

DOI: 10.1007/978-1-4939-0808-0_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-08-06
Handle: RePEc:spr:sprchp:978-1-4939-0808-0_13