Sensitivity analysis for a Cournot equilibrium

Sensitivity analysis for a Cournot equilibrium

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Article ID: iaor19911077
Country: Netherlands
Volume: 9
Issue: 5
Start Page Number: 345
End Page Number: 351
Publication Date: Sep 1990
Journal: Operations Research Letters
Authors:
Abstract:

This paper shows that under quite weak conditions sufficient for the existence and uniqueness of a Cournot equilibrium, the regularity conditions required for sensitivity analysis are satisfied. Results on continuity and differentiability of equilibrium quantities with respect to perturbation parameters along with methods for calculating derivatives and directional derivatives are presented.

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