Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly

DOI10.1007/s10957-014-0673-9zbMath1316.49012OpenAlexW1993402578MaRDI QIDQ2349853

Fabio Raciti, Baasansuren Jadamba

Publication date: 18 June 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0673-9

zbMATH Keywords

monotone operatorCournot oligopolystochastic variational inequalitiesstochastic Nash equilibrium

Mathematics Subject Classification ID

Variational inequalities (49J40) Monotone operators and generalizations (47H05) Random operators and equations (aspects of stochastic analysis) (60H25) Random linear operators (47B80) Existence of optimal solutions to problems involving randomness (49J55) Dynamic stochastic general equilibrium theory (91B51)

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