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

Year
2014
Type(s)
Author(s)
A. Barbagallo, P. Daniele, M. Lorino, A. Maugeri, C. Mirabella
Source
Network Models in Economics and Finance, Springer Optimization and Its Applications, Vol. 100, V.A. Kalyagin et al. (eds.), Switzerland, 2014, 13-23.
Url
http://goo.gl/44tQ8F

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.

Lascia un commento

Your email address will not be published. Required fields are marked *