On stochastic variational inequalities with mean value constraints

DOI10.1007/s10957-016-0888-zzbMath1353.49009OpenAlexW2256669079MaRDI QIDQ346830

Francesca Faraci, Fabio Raciti, Baasansuren Jadamba

Publication date: 30 November 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0888-z

zbMATH Keywords

Mosco convergenceNash equilibriumCournot oligopolystochastic variational inequalitiesprobabilistic constraints

Mathematics Subject Classification ID

Variational inequalities (49J40) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99) Existence of optimal solutions to problems involving randomness (49J55)

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