Consistent conjectural variations equilibrium for a financial model
DOI10.1007/S10957-022-02060-9zbMATH Open1492.90115OpenAlexW4283799173MaRDI QIDQ2159455FDOQ2159455
Authors: Nancy Solis García, José Guadalupe Flores Muñiz, Vyacheslav V. Kalashnikov, Vladik Kreinovich, Nataliya I. Kalashnykova 
Publication date: 1 August 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-022-02060-9
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Quadratic programming (90C20) Noncooperative games (91A10) Special types of economic equilibria (91B52) Financial applications of other theories (91G80)
Cites Work
- A Further Generalization of the Kakutani Fixed Point Theorem, with Application to Nash Equilibrium Points
- Competitive financial equilibrium problems with policy interventions
- Formulation and computation of general financial equilibrium
- Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem
- Stability of the solution of definite quadratic programs
- Title not available (Why is that?)
- Even in simple economic systems, equilibrium can be non-unique: an example
- Special issue on variational inequalities: consistent conjectural variations coincide with the Nash solution in the meta-model
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