New existence theorems for quasi-variational inequalities and applications to financial models
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Cites work
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- scientific article; zbMATH DE number 3806227 (Why is no real title available?)
- scientific article; zbMATH DE number 3416585 (Why is no real title available?)
- A quasi-variational approach for the dynamic oligopolistic market equilibrium problem
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- Convex programming, variational inequalities, and applications to the traffic equilibrium problem
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- Formulation and computation of general financial equilibrium
- Functional Inequalities and Analysis of Contagion in the Financial Networks
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- Non-convex strong duality via subdifferential
- Numerical schemes for investment models with singular transactions
- On dynamical equilibrium problems and variational inequalities
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- Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes
- Pollution control quasi-equilibrium problems with joint implementation of environmental projects
- QUASI-VARIATIONAL APPROACH OF A COMPETITIVE ECONOMIC EQUILIBRIUM PROBLEM WITH UTILITY FUNCTION: EXISTENCE OF EQUILIBRIUM
- QUASI-VARIATIONAL INEQUALITIES IN TRANSPORTATION NETWORKS
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Quasivariational inequalities for a dynamic competitive economic equilibrium problem
- Spatial Oligopolistic Electricity Models with Cournot Generators and Regulated Transmission Prices
- The Generalized Quasi-Variational Inequality Problem
- The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints
- The financial equilibrium problem with implicit budget constraints
- The generalized quasi-variational inequality problem with applications
- Time-dependent traffic equilibria
- Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
- Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
- Variational inequalities and the pricing of American options
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Cited in
(13)- The financial equilibrium problem with implicit budget constraints
- Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets
- Inverse problems for quasi-variational inequalities
- Traffic network analysis via multidimensional split variational inequality problem with multiple output sets
- Variational inequalities, maximal elements and economic equilibria
- Characterizations of weakly sharp solutions for a variational inequality with a pseudomonotone mapping
- Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem
- Cooperation in traffic network problems via evolutionary split variational inequalities
- A journey into mathematical analysis and optimization between the two Sicilies: half a century of faces and ideas
- An existence theorem for generalized quasi-variational inequalities involving the Grassmannian manifold with an application
- The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints
- A one-sided Vysochanskii-Petunin inequality with financial applications
- Strong convergent inertial two-subgradient extragradient method for finding minimum-norm solutions of variational inequality problems
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