Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty
DOI10.1016/J.NA.2004.12.006zbMATH Open1224.91117OpenAlexW2029312965MaRDI QIDQ999958FDOQ999958
Publication date: 4 February 2009
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.2004.12.006
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Cites Work
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- Variational inequalities for international general financial equilibrium modeling and computation
- Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
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Cited In (13)
- Variational inequalities for general evolutionary financial equilibrium
- A Variational Approach to the Evolutionary Financial Equilibrium Problem with Memory Terms and Adaptive Constraints
- Bicriteria decision making and financial equilibrium: A variational inequality perspective
- Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
- Functional Inequalities and Analysis of Contagion in the Financial Networks
- New existence theorems for quasi-variational inequalities and applications to financial models
- Random variational inequalities and the random traffic equilibrium problem
- The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints
- A journey into mathematical analysis and optimization between the two Sicilies: half a century of faces and ideas
- Variational inequalities for time dependent financial equilibrium with price constraints
- Competitive financial equilibrium problems with policy interventions
- Title not available (Why is that?)
- Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
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