The central aim of this thesis is the study of a Radner equilibrium model, also known as "equilibrium of plans, prices, and price expectations". The theory of variational inequalities is used to weaken, from a theoretical point of view, some aspects related to the issues of the considered equilibrium problem.

A deterministic and stochastic variational approach to multistage equilibrium problems under uncertainty and application to an electricity market

SCOPELLITI, Domenico
2020-12-21

Abstract

The central aim of this thesis is the study of a Radner equilibrium model, also known as "equilibrium of plans, prices, and price expectations". The theory of variational inequalities is used to weaken, from a theoretical point of view, some aspects related to the issues of the considered equilibrium problem.
21-dic-2020
Variational Analysis; Variational and Quasi-Variational Inequalities; Stochastic Variational Inequality Problems; Equilibrium Problems; Uncertainty; Filtration; Electricity Market
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11570/3182131
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