Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
DOI10.1016/J.NA.2010.10.013zbMATH Open1236.49015OpenAlexW2014862717MaRDI QIDQ654053FDOQ654053
Patrizia Daniele, Annamaria Barbagallo, Antonino Maugeri
Publication date: 21 December 2011
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2010.10.013
Recommendations
- Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty
- A variational approach to the evolutionary financial equilibrium problem with memory terms and adaptive constraints
- Variational inequalities for time dependent financial equilibrium with price constraints
- Variational inequalities for general evolutionary financial equilibrium
- Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
variational inequality formulationduality theoryfinancial problemequilibrium conditionbalance lawLagrange variablesliability formula
Management decision making, including multiple objectives (90B50) Optimality conditions and duality in mathematical programming (90C46) Variational inequalities (49J40) Multisectoral models in economics (91B66)
Cites Work
- Variational inequalities and the pricing of American options
- Partially finite convex programming. I: Quasi relative interiors and duality theory
- Title not available (Why is that?)
- Relative Pareto minimizers for multiobjective problems: Existence and optimality conditions
- Remarks on infinite dimensional duality
- QUASI-VARIATIONAL APPROACH OF A COMPETITIVE ECONOMIC EQUILIBRIUM PROBLEM WITH UTILITY FUNCTION: EXISTENCE OF EQUILIBRIUM
- Infinite dimensional duality and applications
- Hölder continuity of solutions to elastic traffic network models
- Dynamic equilibrium formulation of the oligopolistic market problem
- Regularity results for evolutionary nonlinear variational and quasi-variational inequalities with applications to dynamic equilibrium problems
- Duality theory for the dynamic oligopolistic market equilibrium problem
- Dynamic networks and evolutionary variational inequalities
- Title not available (Why is that?)
- Variational inequalities for international general financial equilibrium modeling and computation
- Title not available (Why is that?)
- Convex programming, variational inequalities, and applications to the traffic equilibrium problem
- Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
- Competitive financial equilibrium problems with policy interventions
- A projected dynamical systems model of general financial equilibrium with stability analysis
- Numerical schemes for investment models with singular transactions
- General infinite dimensional duality and applications to evolutionary network equilibrium problems
- Title not available (Why is that?)
- Formulation and computation of general financial equilibrium
- Finance and variational inequalities*
- A new contribution to a dynamic competitive equilibrium problem
- Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty
- Title not available (Why is that?)
- Continuity of solutions for parametric variational inequalities in Banach space
- Existence and regularity of solutions to nonlinear degenerate evolutionary variational inequalities with applications to dynamic network equilibrium problems
- Dynamic Walrasian price equilibrium problem: evolutionary variational approach with sensitivity analysis
- Title not available (Why is that?)
- Generalized constraints qualification conditions and infinite dimensional duality
- Title not available (Why is that?)
- Variational inequalities for general evolutionary financial equilibrium
Cited In (30)
- Variational inequalities for general evolutionary financial equilibrium
- Supply chain network competition among blood service organizations: a generalized Nash equilibrium framework
- Relaxed \(\mu\)-quasimonotone variational inequalities in Hadamard manifolds
- Evolutionary Quasi-Variational Inequalities and the Dynamic Multiclass Network Equilibrium Problem
- A Variational Approach to the Evolutionary Financial Equilibrium Problem with Memory Terms and Adaptive Constraints
- On the study of an economic equilibrium with variational inequality arguments
- Existence theorem for a class of generalized quasi-variational inequalities
- System of generalized mixed equilibrium problems, variational inequality, and fixed point problems
- Title not available (Why is that?)
- Evolutionary variational inequality formulation of the generalized Nash equilibrium problem
- On Lagrange duality theory for dynamics vaccination games
- A network model for minimizing the total organ transplant costs
- Functional Inequalities and Analysis of Contagion in the Financial Networks
- Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem
- New existence theorems for quasi-variational inequalities and applications to financial models
- A stochastic Nash equilibrium problem for medical supply competition
- Finding Equilibrium in a Financial Model by Solving a Variational Inequality Problem
- Evolutionary variational inequality with long-term memory and applications to economic networks
- Supply chain networks, wages, and labor productivity: insights from Lagrange. Analysis and computations
- Existence for competitive equilibrium by means of generalized quasivariational inequalities
- The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints
- An existence theorem for generalized quasi-variational inequalities involving the Grassmannian manifold with an application
- An optimization model for the management of green areas
- On generalized equilibrium problems and strictly pseudocontractive mappings in Hilbert spaces
- Variational inequalities for time dependent financial equilibrium with price constraints
- Optimization of investments in labor productivity in supply chain networks
- Variational Problem, Generalized Convexity, and Application to a Competitive Equilibrium Problem
- Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
- Cooperation in traffic network problems via evolutionary split variational inequalities
- Weighted quasi-variational inequalities in non-pivot Hilbert spaces and applications
This page was built for publication: Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654053)