Article ID: | iaor20163668 |
Volume: | 171 |
Issue: | 2 |
Start Page Number: | 675 |
End Page Number: | 693 |
Publication Date: | Nov 2016 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Raciti Fabio, Faraci Francesca, Jadamba Baasansuren |
Keywords: | stochastic processes, heuristics |
In this note, we consider a class of variational inequalities on probabilistic Lebesgue spaces, where the constraints are satisfied on average, and provide an approximation procedure for the solutions. As an application, we investigate the Nash–Cournot oligopoly problem with uncertain data and compare the solutions obtained when the constraints are satisfied on average with the ones obtained when the constraints are satisfied almost surely.