Solution differentiability for oligopolistic network equilibria

Authors:
Jerzy Kyparisis;Yuping Qiu
Affiliations:
Department of Decision Sciences and Information Systems, College of Business Administration, Florida International University, Miami, FL 33199, USA;US West Advanced Technologies, 6200 South Quebec Street, Englewood, CO 80111, USA
Venue:
Operations Research Letters
Year:
1990

Citing 5
Cited 0

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Abstract

In this paper the behavior of parametric solutions of oligopolistic network equilibrium problems is studied. Differential sensitivity results are obtained which quantify the approximate changes in oligopolistic network equilibrium solutions that correspond to changes in the problem data. Specifically, it is shown that under mild assumptions the equilibrium solutions are continuously differentiable and formulas for their Frechet derivatives are derived.