Sensitivity analysis for variational inequalities
Journal of Optimization Theory and Applications
Uniqueness and differentiability of solutions of parametric nonlinear complementarity problems
Mathematical Programming: Series A and B
Sensitivity analysis framework for variational inequalities
Mathematical Programming: Series A and B
Sensitivity analysis in variational inequalities
Mathematics of Operations Research
Sensitivity analysis for variational inequalities defined on polyhedral sets
Mathematics of Operations Research
Uniqueness results and algorithm for Stackelberg-Cournot-Nash equilibria
Annals of Operations Research - Special issue on hierarchical optimization
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This paper shows that under quite weak conditions sufficient for the existence and uniqueness of a Cournot equilibrium, the regularity conditions required for sensitivity analysis are satisfied. Results on continuity and differentiability of equilibrium quantities with respect to perturbation parameters along with methods for calculating derivatives and directional derivatives are presented.