Convex analysis and financial equilibrium

DOI10.1007/s10107-014-0747-3zbMath1309.91086OpenAlexW1990871195MaRDI QIDQ484137

Roger J.-B. Wets, Alejandro Jofre, R. Tyrrell Rockafellar

Publication date: 18 December 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/148122

zbMATH Keywords

variational inequalitiesequilibriumfinancial marketsconvex analysis

Mathematics Subject Classification ID

Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Dynamic stochastic general equilibrium theory (91B51)

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Cites Work

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