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.
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