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.
2021
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11570/3211901
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