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

2014/06/24 by Baasansuren Jadamba, Jadamba, Baasansuren, Fabio Raciti +1 · 1 citation
Computer Science · Mathematics · #49J40 47B80 47H05 #Contact Mechanics and Variational Inequalities #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Point processes and geometric inequalities #math.OC #msc:47B80 #msc:47H05 #msc:49J40

paper · pdf · doi:10.48550/arxiv.1406.6406

19 pages, 2 tables

arxiv created 2014/06/24 · openalex publication_date 2014/06/24 · arxiv updated 2014/06/26 · openalex created_date 2025/10/24 · openalex updated_date 2026/07/28

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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