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Volume 4 • Issue 3 | November 2020

Stability analysis of solutions to equilibrium problems and applications in economics

Tran Ngoc Tam, Nguyen Minh Hai, and Bantaojai Thanatporn

20/12/2020 76 0 0
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Calmness stability Equilibrium problem H5C Mean-variance portfolio Nash equilibria Strong convexity

Abstract:

Purpose – The purpose of this paper is to study the Hölder calmness of solutions to equilibrium problems and apply it to economics.

Design/methodology/approach – The authors obtain the Hölder calmness by using an effective approach. More precisely, under the key assumption of strong convexity, sufficient conditions for the Hölder continuity of solution maps to equilibrium problems are established.

Findings – A new result in stability analysis for equilibrium problems and applications in economics is archived.

Originality/value – The authors confirm that the paper has not been published previously, is not under consideration for publication elsewhere and is not being simultaneously submitted elsewhere.

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