The paper deals with the random time-dependent oligopolistic market equilibrium problem. For such a problem the firms’ point of view has been analyzed in Barbagallo and Guarino Lo Bianco (Optim. Lett. 14: 2479–2493, 2020) while here the policymaker’s point of view is studied. The random dynamic optimal control equilibrium conditions are expressed by means of an inverse stochastic time-dependent variational inequality which is proved to be equivalent to a stochastic time-dependent variational inequality. Some existence and well-posedness results for optimal regulatory taxes are obtained. Moreover a numerical scheme to compute the solution to the stochastic time-dependent variational inequality is presented. Finally an example is discussed.

A random time-dependent noncooperative equilibrium problem / Barbagallo, A.; Guarino Lo Bianco, S.. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 84:1(2023), pp. 27-52. [10.1007/s10589-022-00368-w]

A random time-dependent noncooperative equilibrium problem

Barbagallo A.;
2023

Abstract

The paper deals with the random time-dependent oligopolistic market equilibrium problem. For such a problem the firms’ point of view has been analyzed in Barbagallo and Guarino Lo Bianco (Optim. Lett. 14: 2479–2493, 2020) while here the policymaker’s point of view is studied. The random dynamic optimal control equilibrium conditions are expressed by means of an inverse stochastic time-dependent variational inequality which is proved to be equivalent to a stochastic time-dependent variational inequality. Some existence and well-posedness results for optimal regulatory taxes are obtained. Moreover a numerical scheme to compute the solution to the stochastic time-dependent variational inequality is presented. Finally an example is discussed.
2023
A random time-dependent noncooperative equilibrium problem / Barbagallo, A.; Guarino Lo Bianco, S.. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 84:1(2023), pp. 27-52. [10.1007/s10589-022-00368-w]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/947545
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