Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty

DOI10.1016/J.NA.2004.12.006MaRDI QIDQ999958zbMATHOpenAlexFDO

Authors Patrizia Daniele

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

zbMATH Keywords

risk aversionevolutionary variational inequalitiesutility functionprojected dynamical systems

Mathematics Subject Classification ID

Portfolio theory (91G10) Dynamical systems in optimization and economics (37N40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Multisectoral models in economics (91B66)

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Cites work

• A projected dynamical systems model of general financial equilibrium with stability analysis
• Finance and variational inequalities
• Formulation and computation of general financial equilibrium
• Numerical schemes for investment models with singular transactions
• On dynamical equilibrium problems and variational inequalities
• Projected dynamical systems and evolutionary variational inequalities via Hilbert spaces with applications
• Time-dependent traffic equilibria
• Variational inequalities and the pricing of American options
• Variational inequalities and time-dependent traffic equilibria
• Variational inequalities for general evolutionary financial equilibrium
• Variational inequalities for international general financial equilibrium modeling and computation
• Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria

Cited in

(14)

• Variational inequalities for time dependent financial equilibrium with price constraints
• A variational approach to the evolutionary financial equilibrium problem with memory terms and adaptive constraints
• Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
• Competitive financial equilibrium problems with policy interventions
• Bicriteria decision making and financial equilibrium: A variational inequality perspective
• Functional Inequalities and Analysis of Contagion in the Financial Networks
• A journey into mathematical analysis and optimization between the two Sicilies: half a century of faces and ideas
• The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints
• Variational inequalities for general evolutionary financial equilibrium
• Random variational inequalities and the random traffic equilibrium problem
• New existence theorems for quasi-variational inequalities and applications to financial models
• Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
• scientific article; zbMATH DE number 5213921 (Why is no real title available?)
• A stochastic variational approach to study economic equilibrium problems under uncertainty

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