Competitive financial equilibrium problems with policy interventions

DOI10.3934/JIMO.2005.1.39MaRDI QIDQ1780344zbMATH OpenOpenAlexFDO

Authors Patrizia Daniele, Sofia Giuffré, Stephane Pia

Publication date 7 June 2005

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2005.1.39

zbMATH Keywords

variational inequality formulationmulti-sector multi-instrument financial equilibrium problemtime dependent requirements

Mathematics Subject Classification ID

Financial markets (91G15) Minimax problems in mathematical programming (90C47) Financial networks (including contagion, systemic risk, regulation) (91G45)

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• Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
• General infinite dimensional duality and applications to evolutionary network equilibrium problems
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