A stochastic variational approach to study economic equilibrium problems under uncertainty

DOI10.1016/j.jmaa.2021.125243zbMath1466.91176OpenAlexW3156605064MaRDI QIDQ2033185

Domenico Scopelliti, Monica Milasi

Publication date: 14 June 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125243

zbMATH Keywords

uncertaintyequilibrium problemstochastic variational inequalitynonanticipativity

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50)

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