Stochastic variational formulation for a general random time-dependent economic equilibrium problem
This paper examines the convergence of a general oligopolistic-market disequilibrium model to stationarity by means of stochastic and time-dependent variational inequalities. Disequilibrium is supposed to be the result of unpredictable events. Business behavior should then be able to handle random constraints. Critical technically is the use of Kuratowski's set convergence property for the feasible set of the model. Numerical examples to illustrate the salient features of the proposed model are used too.
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