Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
type: Item
instance of: scholarly article
title: Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula
zbMATH Open document ID: 1236.49015
author: Annamaria Barbagallo
author: Patrizia Daniele
author: Antonino Maugeri
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2011-12-21T00:00:00Z
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 91B66
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 5991125
zbMATH Keywords: financial problem
zbMATH Keywords: equilibrium condition
zbMATH Keywords: variational inequality formulation
zbMATH Keywords: Lagrange variables
zbMATH Keywords: duality theory
zbMATH Keywords: balance law
zbMATH Keywords: liability formula
MaRDI profile type: Publication
full work available at URL: j.na.2010.10.013
OpenAlex ID: W2014862717
cites work: Formulation and computation of general financial equilibrium
cites work: Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
cites work: Finance and variational inequalities*
cites work: Variational inequalities for international general financial equilibrium modeling and computation
cites work: Variational inequalities and the pricing of American options
cites work: Numerical schemes for investment models with singular transactions
cites work: A projected dynamical systems model of general financial equilibrium with stability analysis
cites work: Q5480801
cites work: Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty
cites work: Q3425141
cites work: Competitive financial equilibrium problems with policy interventions
cites work: General infinite dimensional duality and applications to evolutionary network equilibrium problems
cites work: Q3400215
cites work: Infinite dimensional duality and applications
cites work: Generalized constraints qualification conditions and infinite dimensional duality
cites work: Remarks on infinite dimensional duality
cites work: Relative Pareto minimizers for multiobjective problems: Existence and optimality conditions
cites work: Dynamic Walrasian price equilibrium problem: evolutionary variational approach with sensitivity analysis
cites work: QUASI-VARIATIONAL APPROACH OF A COMPETITIVE ECONOMIC EQUILIBRIUM PROBLEM WITH UTILITY FUNCTION: EXISTENCE OF EQUILIBRIUM
cites work: Q3632467
cites work: A new contribution to a dynamic competitive equilibrium problem
cites work: Dynamic equilibrium formulation of the oligopolistic market problem
cites work: Duality theory for the dynamic oligopolistic market equilibrium problem
cites work: Hölder continuity of solutions to elastic traffic network models
cites work: Regularity results for evolutionary nonlinear variational and quasi-variational inequalities with applications to dynamic equilibrium problems
cites work: Existence and regularity of solutions to nonlinear degenerate evolutionary variational inequalities with applications to dynamic network equilibrium problems
cites work: Continuity of solutions for parametric variational inequalities in Banach space
cites work: Q3636060
cites work: Q4040206
cites work: Q4715202
cites work: Partially finite convex programming. I: Quasi relative interiors and duality theory
cites work: Q4062131
cites work: Q5852070
cites work: Convex programming, variational inequalities, and applications to the traffic equilibrium problem
DOI: 10.1016/J.NA.2010.10.013
description: scientific article; zbMATH DE number 5991125