Related papers: Solution of oligopoly market equilibrium problem u…

In this paper the possibility of computing equilibrium in pure exchange and production economies by a homotopy method is investigated. The performance of the algorithm is tested on examples with known equilibria taken from the literature on…

The optimal replication strategy for incomplete markets is obtained by solving a system of partial differential equations. In this paper, we study existence and uniqueness of the solution in suitable Sobolev spaces and propose a numerical…

This paper presents an innovative approach, the Adaptive Orthogonal Basis Method, tailored for computing multiple solutions to differential equations characterized by polynomial nonlinearities. Departing from conventional practices of…

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

The purpose of this paper is to prove the existence of solutions of quasi-equilibrium problems without any generalized monotonicity assumption. Additionally, we give an application to quasi-optimization problems.

In this paper, we study an infeasible interior-point method for linear optimization with full-Newton step. The introduced method uses an algebraic equivalent transformation on the centering equation of the system which defines the central…

We study an optimal execution problem in the infinite horizon setup. Our financial market is given by the Black-Scholes model with a linear price impact. The main novelty of the current note is that we study the constrained case where the…

The present author recently proposed and proved a relationship theorem between nonlinear polynomial equations and the corresponding Jacobian matrix. By using this theorem, this paper derives a Newton iterative formula without requiring the…

A q-Gauss-Newton algorithm is an iterative procedure that solves nonlinear unconstrained optimization problems based on minimization of the sum squared errors of the objective function residuals. Main advantage of the algorithm is that it…

We provide a new result on the existence of extremal solutions for second-order Dirichlet problems with deviation argument. As a novelty in this work, the nonlinearity need not be continuous or monotone. In order to obtain this new result,…

We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…

In this paper, we consider nonconvex optimization problems with nonlinear equality constraints. We assume that the objective function and the functional constraints are locally smooth. To solve this problem, we introduce a linearized…

The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

The problem of determining the European-style option price in the incomplete market has been examined within the framework of stochastic optimization. An analytic method based on the discrete dynamic programming equation (Bellman equation)…

In this paper we generalize Hardy-Rogers maps in the context of coupled fixed points. We generalizes with the help of the obtained main theorem some known results about existence and uniqueness of market equilibrium in duopoly markets. We…

In this paper we study the pseudomonotone equilibrium problem. We consider a new inertial condition for the subgradient extragradient method with self-adaptive step size for approximating a solution of the equilibrium problem in a real…

We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…

In this paper an explicit algorithm is proposed for solving an equilibrium problem whose associated bifunction is pseudomonotone and satisfies a Lipschitz-type condition. Contrary to many algorithms, our algorithm is done without using…