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A Variational Approach to the Evolutionary Financial Equilibrium Problem with Memory Terms and Adaptive Constraints

In: Network Models in Economics and Finance

Author

Listed:
  • Annamaria Barbagallo

    (University of Naples “Federico II”)

  • Patrizia Daniele

    (University of Catania)

  • Mariagrazia Lorino

    (University of Catania)

  • Antonino Maugeri

    (University of Catania)

  • Cristina Mirabella

    (University of Catania)

Abstract

We consider an evolutionary financial equilibrium problem where the risk assessment depends on previous equilibria and adaptive equality constraints are considered. A quasi-variational formulation is provided and an existence theorem is proved.

Suggested Citation

  • Annamaria Barbagallo & Patrizia Daniele & Mariagrazia Lorino & Antonino Maugeri & Cristina Mirabella, 2014. "A Variational Approach to the Evolutionary Financial Equilibrium Problem with Memory Terms and Adaptive Constraints," Springer Optimization and Its Applications, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias (ed.), Network Models in Economics and Finance, edition 127, pages 13-23, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-09683-4_2
    DOI: 10.1007/978-3-319-09683-4_2
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    Citations

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    Cited by:

    1. Didier Aussel & Rachana Gupta & Aparna Mehra, 2016. "Evolutionary Variational Inequality Formulation of the Generalized Nash Equilibrium Problem," Journal of Optimization Theory and Applications, Springer, vol. 169(1), pages 74-90, April.
    2. Maria Bernadette Donato & Monica Milasi & Antonio Villanacci, 2022. "Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods," Networks and Spatial Economics, Springer, vol. 22(2), pages 327-359, June.
    3. Patrizia Daniele & Mariagrazia Lorino & Cristina Mirabella, 2016. "The Financial Equilibrium Problem with a Markowitz-Type Memory Term and Adaptive Constraints," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 276-296, October.

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