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

The Financial Equilibrium Problem with a Markowitz-Type Memory Term and Adaptive Constraints

“…Specifically, we can observe that both the solutions in (17) and in (22) are the same when t = 0. Moreover, when t > 0, then the solutions in (17) and in (22) are increasing. In addition, we have calculated the differences:…”

“…x * 11 (t) = − From the formulas related to the Lagrange multipliers associated with the price (see, for instance, [1,3,17]), namely:…”

“…We point out that we are able to derive a quasi-variational formulation of this financial equilibrium problem with memory and adaptive constraints. For the previous papers on the evolutionary financial model, see [10][11][12][13][14][15][16][17][18][19][20][21][22][23][24].…”

“…20(1 − t − e −t ).So, we derive that we can calculate the solutions in(22) as the first approximation of the solutions in(17).…”

Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods

“…Nowadays, the variational inequality, with all its generalizations and extensions, has developed as a powerful tool for the analysis of several classes of equilibrium problems arising in different branches of applied sciences. For the state of the art about this topic, see Allevi et al (2019), Aussel (2014), Aussel and Dutta (2008), Barbagallo et al (2014), Berglund and Kwon (2014), Daniele et al (2014), Donato et al (2016), Donato et al (2018a), Donato et al (2018b, Friesz et al (2001), Hamdouch et al (2016, Jofrè et al (2007), Milasi (2013), and Scrimali (2014 and references therein.…”