This paper focuses on the analysis of an economic equilibrium model under time and uncertainty by using a stochastic variational inequality approach. Such an approach allows to capture, in a finite set of stages, the evolutionary aspects of the problem in response to an increasing level of information.
A stochastic variational approach to study economic equilibrium problems under uncertainty
Milasi, Monica
Primo
;Scopelliti, Domenico
2021-01-01
Abstract
This paper focuses on the analysis of an economic equilibrium model under time and uncertainty by using a stochastic variational inequality approach. Such an approach allows to capture, in a finite set of stages, the evolutionary aspects of the problem in response to an increasing level of information.File in questo prodotto:
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