The aim of this paper is to generalize the oligopolistic market equilibrium problems when the data depend on time. We present results regarding the existence of solutions to such problems. Moreover, we show that continuity regularity results hold, and we use them in order to numerically solve the dynamic equilibrium problem. © 2008 Elsevier Ltd. All rights reserved.
Barbagallo, A., & Cojocaru, M. G. (2009). Dynamic equilibrium formulation of the oligopolistic market problem. Mathematical and Computer Modelling, 49(5–6), 966–976. https://doi.org/10.1016/j.mcm.2008.02.003