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

DOI10.1007/978-3-319-18161-5_24zbMath1370.90272OpenAlexW2295011898MaRDI QIDQ5356992

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

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 conjecturesfinancial modelsconsistent equilibrium

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (2)

Consistent conjectural variations equilibrium for a financial model ⋮ Even in simple economic systems, equilibrium can be non-unique: an example

Cites Work

• Structure of demand and consistent conjectural variations equilibrium (CCVE) in a mixed oligopoly model
• Mixed oligopoly with consistent conjectures
• Complementarity, equilibrium, efficiency and economics
• Games with linear conjectures about system parameters
• Engineering and Economic Applications of Complementarity Problems

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