Solution differentiability for oligopolistic network equilibria

Solution differentiability for oligopolistic network equilibria

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Article ID: iaor19911070
Country: Netherlands
Volume: 9
Issue: 6
Start Page Number: 395
End Page Number: 402
Publication Date: Nov 1990
Journal: Operations Research Letters
Authors: ,
Abstract:

In this paper the behavior of parametric solutions of oligopolistic network equilibrium problems is studied. Differential sensitivity results are obtained which quantify the approximate changes in oligopolistic network equilibrium solutions that correspond to changes in the problem data. Specifically, it is shown that under mild assumptions the equilibrium solutions are continuously differentiable and formulas for their Fréchet derivatives are derived.

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