A stochastic variational approach to study economic equilibrium problems under uncertainty

被引：7
|
作者：
Milasi, Monica [1 ]
Scopelliti, Domenico [1 ]
机构：
[1] Univ Messina, Dept Econ, Messina, Italy
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2021年 / 502卷 / 01期
关键词：
Stochastic variational inequality; Nonanticipativity; Equilibrium problem; Uncertainty; INEQUALITY; EXISTENCE;
D O I：
10.1016/j.jmaa.2021.125243
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper focuses on the analysis of an economic equilibrium model under time and uncertainty by using a stochastic variational inequality approach. Such an approach allows to capture, in a finite set of stages, the evolutionary aspects of the problem in response to an increasing level of information. (c) 2021 Elsevier Inc. All rights reserved.
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页数：21
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