Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly. (English) Zbl 1316.49012
Summary: 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.
MSC:
| 49J40 | Variational inequalities |
| 49J55 | Existence of optimal solutions to problems involving randomness |
| 60H25 | Random operators and equations (aspects of stochastic analysis) |
| 47B80 | Random linear operators |
| 47H05 | Monotone operators and generalizations |
| 91B51 | Dynamic stochastic general equilibrium theory |
Keywords:
stochastic variational inequalities; stochastic Nash equilibrium; Cournot oligopoly; monotone operatorReferences:
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