A stochastic model of oligopolistic market equilibrium problems

DOI10.1007/978-1-4939-0808-0_13zbMATH Open1322.91036arXiv1406.6406OpenAlexW187506324MaRDI QIDQ2949918FDOQ2949918

Authors: Baasansuren Jadamba, Fabio Raciti 

Publication date: 5 October 2015

Published in: Optimization in Science and Engineering (Search for Journal in Brave)

Abstract: In this note we investigate stochastic Nash equilibrium problems by means of monotone variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class of oligopolistic market equilibrium problems where the data are known through their probability distributions.

Full work available at URL: https://arxiv.org/abs/1406.6406

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Mathematics Subject Classification ID

Other game-theoretic models (91A40) Special types of economic markets (including Cournot, Bertrand) (91B54) Stochastic models in economics (91B70)

Cited In (16)

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• On the modeling of demand spill for a stochastic demand system under competition
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• A Monopolistic and Oligopolistic Stochastic Flow Revenue Management Model
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• STOCHASTIC ANALYSIS OF NUMBER OF CORPORATIONS IN A MARKET DERIVED FROM STRATEGIC POLICIES OF INDIVIDUAL CORPORATIONS FOR MARKET ENTRY AND RETREAT
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