Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\)

DOI10.1023/A:1021010220217zbMath1011.91023MaRDI QIDQ1854743

Michael I. Taksar, Igor V. Evstigneev

Publication date: 27 January 2003

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021010220217

zbMATH Keywords

variational inequalities; monotone operators; stochastic equilibrium; biting lemma; locally interacting agents; random economies

Mathematics Subject Classification ID

91B70: Stochastic models in economics

91A40: Other game-theoretic models

58E35: Variational inequalities (global problems) in infinite-dimensional spaces

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