A random time-dependent noncooperative equilibrium problem
本文从政策制定者角度研究随机时变寡头市场均衡问题，将最优控制条件转化为随机时变变分不等式，给出最优监管税的存在性和适定性，并提供了数值求解方法。
Abstract The paper deals with the random time-dependent oligopolistic market equilibrium problem. For such a problem the firms’ point of view has been analyzed in Barbagallo and Guarino Lo Bianco (Optim. Lett. 14 : 2479–2493, 2020) while here the policymaker’s point of view is studied. The random dynamic optimal control equilibrium conditions are expressed by means of an inverse stochastic time-dependent variational inequality which is proved to be equivalent to a stochastic time-dependent variational inequality. Some existence and well-posedness results for optimal regulatory taxes are obtained. Moreover a numerical scheme to compute the solution to the stochastic time-dependent variational inequality is presented. Finally an example is discussed.