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

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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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Correspondence to F. Raciti.

Additional information

Communicated by Roland Glowinski.

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Jadamba, B., Raciti, F. Variational Inequality Approach to Stochastic Nash Equilibrium Problems with an Application to Cournot Oligopoly. J Optim Theory Appl 165, 1050–1070 (2015) doi:10.1007/s10957-014-0673-9

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  • Stochastic Nash equilibrium
  • Cournot oligopoly
  • Stochastic variational inequalities
  • Monotone operator

Mathematics Subject Classification

  • 49J40
  • 47B80
  • 47H05