Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula

DOI10.1016/j.na.2010.10.013zbMath1236.49015OpenAlexW2014862717MaRDI QIDQ654053

Annamaria Barbagallo, Patrizia Daniele, 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

zbMATH Keywords

duality theorybalance lawvariational inequality formulationfinancial problemequilibrium conditionLagrange variablesliability formula

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Variational inequalities (49J40) Management decision making, including multiple objectives (90B50) Multisectoral models in economics (91B66)

Related Items (26)

On the study of an economic equilibrium with variational inequality arguments ⋮ On Lagrange duality theory for dynamics vaccination games ⋮ Evolutionary variational inequality formulation of the generalized Nash equilibrium problem ⋮ Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem ⋮ A stochastic Nash equilibrium problem for medical supply competition ⋮ New existence theorems for quasi-variational inequalities and applications to financial models ⋮ Supply chain networks, wages, and labor productivity: insights from Lagrange. Analysis and computations ⋮ A Variational Approach to the Evolutionary Financial Equilibrium Problem with Memory Terms and Adaptive Constraints ⋮ Evolutionary variational inequality with long-term memory and applications to economic networks ⋮ Optimization of investments in labor productivity in supply chain networks ⋮ An optimization model for the management of green areas ⋮ Existence for competitive equilibrium by means of generalized quasivariational inequalities ⋮ Existence theorem for a class of generalized quasi-variational inequalities ⋮ A network model for minimizing the total organ transplant costs ⋮ On generalized equilibrium problems and strictly pseudocontractive mappings in Hilbert spaces ⋮ System of generalized mixed equilibrium problems, variational inequality, and fixed point problems ⋮ The financial equilibrium problem with a Markowitz-type memory term 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 ⋮ Cooperation in traffic network problems via evolutionary split variational inequalities ⋮ Relaxed \(\mu\)-quasimonotone variational inequalities in Hadamard manifolds ⋮ Supply chain network competition among blood service organizations: a generalized Nash equilibrium framework ⋮ Functional Inequalities and Analysis of Contagion in the Financial Networks ⋮ Weighted quasi-variational inequalities in non-pivot Hilbert spaces and applications ⋮ Unnamed Item ⋮ Variational Problem, Generalized Convexity, and Application to a Competitive Equilibrium Problem ⋮ Evolutionary Quasi-Variational Inequalities and the Dynamic Multiclass Network Equilibrium Problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new contribution to a dynamic competitive equilibrium problem
• Variational inequalities and the pricing of American options
• Relative Pareto minimizers for multiobjective problems: Existence and optimality conditions
• Remarks on infinite dimensional duality
• Generalized constraints qualification conditions and infinite dimensional duality
• Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty
• Existence and regularity of solutions to nonlinear degenerate evolutionary variational inequalities with applications to dynamic network equilibrium problems
• Convex programming, variational inequalities, and applications to the traffic equilibrium problem
• Partially finite convex programming. I: Quasi relative interiors and duality theory
• Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
• Variational inequalities for international general financial equilibrium modeling and computation
• 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
• Dynamic equilibrium formulation of the oligopolistic market problem
• General infinite dimensional duality and applications to evolutionary network equilibrium problems
• Dynamic Walrasian price equilibrium problem: evolutionary variational approach with sensitivity analysis
• Infinite dimensional duality and applications
• Hölder continuity of solutions to elastic traffic network models
• Regularity results for evolutionary nonlinear variational and quasi-variational inequalities with applications to dynamic equilibrium problems
• Continuity of solutions for parametric variational inequalities in Banach space
• Duality theory for the dynamic oligopolistic market equilibrium problem
• QUASI-VARIATIONAL APPROACH OF A COMPETITIVE ECONOMIC EQUILIBRIUM PROBLEM WITH UTILITY FUNCTION: EXISTENCE OF EQUILIBRIUM
• Formulation and computation of general financial equilibrium
• Finance and variational inequalities^*

This page was built for publication: Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula