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Network Models in Economics and Finance pp 13–23Cite as

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

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Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 100))

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.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Applications “R. Caccioppoli”, University of Naples “Federico II”, via Cintia, 80126, Naples, Italy

    Annamaria Barbagallo

  2. Department of Mathematics and Computer Science, University of Catania, Viale A. Doria 6, 95125, Catania, Italy

    Patrizia Daniele, Mariagrazia Lorino, Antonino Maugeri & Cristina Mirabella

Authors
  1. Annamaria Barbagallo
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  2. Patrizia Daniele
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  3. Mariagrazia Lorino
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  4. Antonino Maugeri
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  5. Cristina Mirabella
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Corresponding author

Correspondence to Antonino Maugeri .

Editor information

Editors and Affiliations

  1. Laboratory of Algorithms and Technologies for Network Analysis, National Research University, Higher School of Economics, Nizhny Novgorod, Russia

    Valery A. Kalyagin

  2. Department of Industrial and Systems Engineering, University of Florida, Gainesville, Florida, USA

    Panos M. Pardalos

  3. Department of Mathematics, National Technical University of Athens, Athens, Greece

    Themistocles M. Rassias

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Barbagallo, A., Daniele, P., Lorino, M., Maugeri, A., Mirabella, C. (2014). A Variational Approach to the Evolutionary Financial Equilibrium Problem with Memory Terms and Adaptive Constraints. In: Kalyagin, V., Pardalos, P., Rassias, T. (eds) Network Models in Economics and Finance. Springer Optimization and Its Applications, vol 100. Springer, Cham. https://doi.org/10.1007/978-3-319-09683-4_2

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