The financial equilibrium problem with a Markowitz-type memory term and adaptive constraints

DOI10.1007/s10957-016-0973-3zbMath1351.90061OpenAlexW2469340411MaRDI QIDQ727238

Cristina Mirabella, Patrizia Daniele, Mariagrazia Lorino

Publication date: 6 December 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0973-3

zbMATH Keywords

memory termfinancial problemequilibrium conditionadaptive constraintquasi-variational formulation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic network models in operations research (90B15)

Related Items (2)

New existence theorems for quasi-variational inequalities and applications to financial models ⋮ A Variational Approach to the Financial Problem with Insolvencies and Analysis of the Contagion

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