Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem

DOI10.1007/s10898-015-0382-4zbMath1343.91047OpenAlexW2148932990MaRDI QIDQ300767

Patrizia Daniele, Mariagrazia Lorino, Sofia Giuffrè

Publication date: 29 June 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-015-0382-4

zbMATH Keywords

equilibrium conditionsvariational inequality formulationfinancial contagiondeficit and surplus variablesdual Lagrange formulationfinancial problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Financial applications of other theories (91G80) General equilibrium theory (91B50) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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