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arXiv · 1406.6406

Variational Inequality Approach to Stochastic Nash Equilibrium Problems with an Application to Cournot Oligopoly

Baasansuren Jadamba·Fabio Raciti
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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.

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Baasansuren Jadamba, Fabio Raciti. 2014-06-24. Variational Inequality Approach to Stochastic Nash Equilibrium Problems with an Application to Cournot Oligopoly. https://arxiv.org/abs/1406.6406

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