Variational Inequalities

Anna Nagurney and Stavros Siokos
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Anna Nagurney: University of Massachusetts
Stavros Siokos: University of Massachusetts

Chapter 3 in Financial Networks, 1997, pp 49-73 from Springer

Abstract: Abstract Equilibrium is a concept central for the understanding of complex systems in many disciplines, both from a qualitative perspective as well as from a computational standpoint. The importance and pervasiveness of equilibrium problems have stimulated the development of methodological tools for analysis and computation to what are, typically, large-scale problems. One of the proven methodologies for the study of equilibrium problems in economics and in operations research/management science is that of finite-dimensional variational inequality theory. In this book we utilize variational inequality theory for the formulation, qualitative analysis, and computation of financial equilibrium problems. As already noted in Chapter 2, financial equilibrium modeling and analysis provide a useful tool for financial analysts and practitioners since the role of financial equilibrium is of growing importance in many realistic applications today.

Keywords: Variational Inequality; Equilibrium Problem; Complementarity Problem; Variational Inequality Problem; Nonlinear Complementarity Problem (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/978-3-642-59066-5_3

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