Nonlinear Duality in Banach Spaces and Applications to Finance and Elasticity

Year
2018
Type(s)
Author(s)
G. Colajanni, P. Daniele, S. Giuffrè, A Maugeri
Source
in Applications of Nonlinear Analysis, T.M. Rassias Ed., Springer Optimization and Its Applications, 2018, 101-139
Url
https://link.springer.com/chapter/10.1007/978-3-319-89815-5_5
BibTeX
BibTeX

In this chapter we first present some theoretic concepts related to the strong duality in the infinite-dimensional setting. Then, we apply such results to the general financial equilibrium economy, studying also the dual formulation of the problem, analyzing both the sector’s and the system’s viewpoints and deriving the contagion phenomenon. Further, we provide an evolutionary Markowitz-type measure of the risk with a memory term. Finally, we apply Assumption S to the elastic-plastic torsion problem for linear operators and investigate the existence of Lagrange multipliers to the elastic-plastic torsion problem for nonlinear monotone operators, providing an example of the so-called Von Mises functions and searching for radial solutions.