• No results found

Equilibrium Problem with Equilibrium Constraints

An evolutionary algorithm based on nash dominance for equilibrium problems with equilibrium constraints

An evolutionary algorithm based on nash dominance for equilibrium problems with equilibrium constraints

... MultiObjective Equilibrium Problem with Equilibrium Constraints (MOEPEC) (second case study) or the Non Cooperative Equilibrium Prob- lem with Equilibrium Constraints ...

36

Tolling, Capacity Selection and Equilibrium Problems with Equilibrium Constraints

Tolling, Capacity Selection and Equilibrium Problems with Equilibrium Constraints

... this problem is effectively an Equilibrium Problem with an Equilibrium Constraint and subsequently proposed two heuristics for the solution of this ...complementarity problem and can be ...

26

Two stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes

Two stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes

... stochastic equilibrium problem for a urban transit ...network equilibrium model with a two stage framework for a deregulated transit system is pro- posed to describe the fare competition between ...

23

Nash Dominance with Applications to Equilibrium Problems with Equilibrium Constraints

Nash Dominance with Applications to Equilibrium Problems with Equilibrium Constraints

... While useful for providing insights into the behavior of players, the analytical method is not feasible for realistic problems and even less so for EPECs due to the binding equilibrium condition. Thus the ...

9

Explicit stationarity conditions and solution characterization for equilibrium problems with equilibrium constraints

Explicit stationarity conditions and solution characterization for equilibrium problems with equilibrium constraints

... Based on the results provided in Chapter 4, we observe that in order to use the stationarity conditions, we need to know which stability properties the solution mappings S and perturbation mappings Ψ possess. Upon ...

117

The Short-Run Monetary Equilibrium with Liquidity Constraints

The Short-Run Monetary Equilibrium with Liquidity Constraints

... at equilibrium. The problem can be established in actuarial terms by minimising the cost of capital plus the excess of loss of the residual exposure — in such a way that the sum of the costs to be afforded ...

29

Entropic approximation for mathematical programs with robust equilibrium constraints

Entropic approximation for mathematical programs with robust equilibrium constraints

... the constraints when the second stage decision variables are restricted to a polynomial function of ...The equilibrium constraints at the second stage essentially involve equality constraints ...

22

Duality for nonsmooth mathematical programming problems with equilibrium constraints

Duality for nonsmooth mathematical programming problems with equilibrium constraints

... with equilibrium constraints (MPECs) in Banach ...dual problem for the MPEC under the convexity ...dual problem is also formulated and studied for the MPEC under convexity and generalized ...

15

An Algorithm for Traffic Equilibrium Flow with Capacity Constraints of Arcs

An Algorithm for Traffic Equilibrium Flow with Capacity Constraints of Arcs

... traffic equilibrium problem, we introduce capacity constraints of arcs, extend Beckmann’s formula to include these constraints, and give an algorithm for traffic equilibrium flows with ...

7

Return Predictability under Equilibrium Constraints on the Equity Premium

Return Predictability under Equilibrium Constraints on the Equity Premium

... a problem with these models is that the implied conditional equity premium often turns ...an equilibrium setting where risk-averse investors would hold stocks if their expected compensations were ...

34

An exact penalty approach for mathematical programs with equilibrium constraints.

An exact penalty approach for mathematical programs with equilibrium constraints.

... The number partitioning problem can be stated as a quadratic binary problem. We model this problem as follows. We consider a set of numbers S = { s 1 , s 2 , s 3 ,  , s m } . The goal is to divide S ...

10

Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version

Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version

... portfolio constraints. Many constraints imposed in practice involve more than one ...Borrowing constraints act along similar ...these constraints can be investigated in the three-asset ...

36

Arbitrage and Equilibrium with Portfolio Constraints

Arbitrage and Equilibrium with Portfolio Constraints

... In this paper, we will consider a multiperiod model with nominal assets and restricted partici- pation, where each agent’s portfolio choice is restricted to a closed, convex set containing zero, as in Siconolfi (1989). ...

22

Arbitrage and Equilibrium with Portfolio Constraints

Arbitrage and Equilibrium with Portfolio Constraints

... Such constraints on agents’ portfolios are not exceptional cases and can also explain why markets are ...sales constraints, margin requirements, frictions due to bid- ask spreads and taxes, collateral ...

21

Arbitrage and Equilibrium with Portfolio Constraints

Arbitrage and Equilibrium with Portfolio Constraints

... Such constraints on agents’ portfolios are not exceptional cases and can also explain why markets are ...sales constraints, margin requirements, frictions due to bid- ask spreads and taxes, collateral ...

20

Oligopolistic Equilibrium and Financial Constraints

Oligopolistic Equilibrium and Financial Constraints

... Equilibrium (SPNE) when …rms are fully patient (i.e., their discount factors are close to 1). Our interest is whether a similar characterization can be obtained when bankruptcy considerations are introduced. We ...

35

Arbitrage and Equilibrium with Portfolio Constraints

Arbitrage and Equilibrium with Portfolio Constraints

... Such constraints on agents’ portfolios are not exceptional cases and can also explain why markets are ...sales constraints, margin requirements, frictions due to bid- ask spreads and taxes, collateral ...

22

General Equilibrium with Endogenous Trading Constraints

General Equilibrium with Endogenous Trading Constraints

... general equilibrium model where agents are subject to endogenous trading constraints, making the access to financial trade dependent on prices and consumption ...of equilibrium existence are ...

23

General Equilibrium with Endogenous Trading Constraints

General Equilibrium with Endogenous Trading Constraints

... equality constraints is addressed by Balasko, Cass and Siconolfi (1990) for nominal as- sets, and by Polemarchakis and Siconolfi (1997) for real ...prove equilibrium existence under non-redundancy ...

23

Equilibrium with default-dependent credit constraints

Equilibrium with default-dependent credit constraints

... In this paper, we address a general equilibrium model with assets in positive net supply subject to credit risk. Borrowers may pay just a percentage of their debts but then they suffer borrowing constraints ...

14

Show all 10000 documents...

Related subjects