Abstract: The aim of the talk is to consider a stochastic variational inequality which expresses a general Cournot-Nash equilibrium principle with uncertainty. Moreover, some existence results for the random equilibrium solutions are showed. Making use of the infinite dimensional Lagrange duality theory, the existence of Lagrange multipliers associated to the problem is obtained. Finally, a numerical example is provided.
Stochastic variational inequality for an economic equilibrium problem with uncertainty
28.02.2017 10:00 - 11:00
Organiser:
R. Bot