Display Abstract

Title Variational Inequality Approach to Stochastic Nash Equilibrium Problems

Name Baasansuren Jadamba
Country USA
Email bxjsma@rit.edu
Co-Author(s) Akhtar Khan, Fabio Raciti
Submit Time 2014-02-28 06:52:43
Session
Special Session 51: Variational analysis and applications to equilibrium problems
Contents
In this work we consider stochastic Nash equilibrum problems (SNEPs) by using stochastic variational inequalities (SVIs). As an application of the considered SNEP model, we investigate the oligopolistic market equilibria with uncertain data. Our objective is to establish a connection between general SNEPs and SVIs and propose a model of oligopolistic markets where the cost functions are not necessarily quadratic and the demand price is not restricted to be linear.