Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Annamaria Barbagallo, Bruno Antonio Pansera, Массимилиано Феррара · Computational Management Science · 2024
Abstract The main objective of the paper is to analyze how policymakers influence the random oligopolistic market equilibrium problem. To this purpose, random optimal control equilibrium conditions are introduced. Since the random optimal regulatory tax is characterized by a stochastic inverse variational inequality, existence and well-posedness results on such an inequality are proved. At last a numerical example is discussed.