Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem

DOI10.1007/978-3-319-18161-5_24zbMath1370.90272MaRDI QIDQ5356992

Vyacheslav V. Kalashnikov, Nataliya I. Kalashnykova, Felipe J. Castillo-Pérez

Publication date: 12 September 2017

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18161-5_24

zbMATH Keywords

consistent conjectures; financial models; consistent equilibrium

Mathematics Subject Classification ID

91A10: Noncooperative games

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

91B50: General equilibrium theory

91B54: Special types of economic markets (including Cournot, Bertrand)