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	A Note on Economic Equilibrium and Financial Networks
	Li-ping ZHANG ; Yuan ZHOU ; Li-ping ZHANG ; Yuan ZHOU
	2016-03-30 ; 2016-03-30
关键词	economic equilibrium financial networks nonlinear complementarity problem smoothing Newton method F224.0 O157.5
其他题名	A Note on Economic Equilibrium and Financial Networks
中文摘要	Nagurney (1999) used variational inequalities to study economic equilibrium and financial networks and applied the modified projection method to solve the problem.In this paper,we formulate the problem as a nonlinear complementarity problem.The complementarity model is just the KKT condition for the model of Nagurney (1999).It is a simpler model than that of Nagurney (1999).We also establish sufcient conditions for existence and uniqueness of the equilibrium pattern,which are weaker than those in Nagurney (1999).Finally,we apply a smoothing Newton-type algorithm to solve the problem and report some numerical results.; Nagurney (1999) used variational inequalities to study economic equilibrium and financial networks and applied the modified projection method to solve the problem. In this paper, we formulate the problem as a nonlinear complementarity problem. The complementarity model is just the KKT condition for the model of Nagurney (1999). It is a simpler model than that of Nagurney (1999). We also establish sufcient conditions for existence and uniqueness of the equilibrium pattern, which are weaker than those in Nagurney (1999). Finally, we apply a smoothing Newton-type algorithm to solve the problem and report some numerical results.
语种	英语 ; 英语
内容类型	期刊论文
源URL	[http://ir.lib.tsinghua.edu.cn/ir/item.do?handle=123456789/145989]
专题	清华大学
推荐引用方式 GB/T 7714	Li-ping ZHANG,Yuan ZHOU,Li-ping ZHANG,et al. A Note on Economic Equilibrium and Financial Networks[J],2016, 2016.
APA	Li-ping ZHANG,Yuan ZHOU,Li-ping ZHANG,&Yuan ZHOU.(2016).A Note on Economic Equilibrium and Financial Networks..
MLA	Li-ping ZHANG,et al."A Note on Economic Equilibrium and Financial Networks".(2016).

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