Séminaire Modélisation, Optimisation, Dynamique

A new approach for the management of the financial problems

par Annamaria Barbagallo (Université de Napoli (Italie))

Europe/Paris
XLIM Salle X.203

XLIM Salle X.203

FST-Université de Limoges, 123, Av. Albert Thomas.
Description
Joint work with Patrizia Daniele, Sofia Giuffré and Antonino Maugeri. The aim of the talk is to present a model of competitive financial equilibrium which allow us to how manage the financial problem in order to ensure the best possible result. In particular, we permit the policy interventions in the form of taxes and price controls. Moreover we suggest a Deficit formula, a Balance law, a Liability formula and a rating index E(t) as useful tools for the knowledge and improving the model. Using delicate tools of Nonlinear Analysis and of infinite dimensional duality theory, we obtain, under reasonable conditions, the existence of an equilibrium solution and equilibrium conditions in terms of Lagrange variables. [1] A. Barbagallo, P. Daniele, S. Giuffré and A. Maugeri, “Variational approach for a general financial equilibrium problem: the Deficit formula, the Balance law and the Liability formula. A path to the economy recovery”, European Journal of Operational Research, vol. 237, 2014, 231–244.