Variational Inequality Approach to Stochastic Nash Equilibrium Problems with an Application to Cournot Oligopoly
Optimization and Control
2014-06-26 v1
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.
Keywords
Cite
@article{arxiv.1406.6406,
title = {Variational Inequality Approach to Stochastic Nash Equilibrium Problems with an Application to Cournot Oligopoly},
author = {Baasansuren Jadamba and Fabio Raciti},
journal= {arXiv preprint arXiv:1406.6406},
year = {2014}
}
Comments
19 pages, 2 tables