Annamaria Barbagallo

Regularity results for evolutionary nonlinear variational and quasi-variational inequalities with applications to dynamic equilibrium problems

The aim of this paper is to obtain the continuity of solutions to time-dependent nonlinear variational and quasi-variational inequalities which express many dynamic equilibrium problems. To prove our results, we make use of Minty’s Lemma and of the notion of the Mosco’s convergence.

Duality theory for the dynamic oligopolistic market equilibrium problem

We consider the dynamic oligopolistic market equilibrium problem introduced in Barbagallo and Cojocaru [Dynamic equilibrium formulation of oligopolistic market problem, Math. Comput. Model. 49 (2009), pp. 966–976], in which the equilibrium conditions are equivalently expressed in terms of an evolutionary variational inequality. For such problem, we give existence theorems and apply the infinite-dimensional duality theorem developed in Maugeri and Raciti [Remarks on infinite dimensional duality, J. Global Optim. 46 (2010), pp. 581–588.], obtaining the existence of Lagrange variables, which allow description of the behaviour of the market. Moreover, we present some sensitivity results. We remark that the variational inequality formulation plays a fundamental role in order to achieve all the above results.

Existence and regularity of solutions to nonlinear degenerate evolutionary variational inequalities with applications to dynamic network equilibrium problems

Abstract The aim of the paper is to consider a class of nonlinear degenerate evolutionary variational inequalities and to establish existence and regularity results for this class. To obtain these results, we make use of a regularization procedure and of the concept of Mosco’s convergence. Moreover, taking into account the regularity result, we present a method to solve a wide class of nonlinear degenerate evolutionary variational inequalities.

Evolutionary Variational Formulation for Oligopolistic Market Equilibrium Problems with Production Excesses

The paper is devoted to generalize a previous model of the dynamic oligopolistic market equilibrium problem allowing the presence of production excesses and assuming, in a more reasonable way that the total amounts of commodity shipments from a firm to all the demand markets be upper bounded. First, we give equilibrium conditions in terms of the well-known dynamic Cournot–Nash equilibrium principle. Then we show that such conditions can be expressed in terms of Lagrange multipliers; namely, by means of an utility function, prove that both equilibrium conditions can be equivalently expressed by a variational inequality. The variational formulation allows us to provide existence theorems and qualitative properties for equilibrium solutions. At last, a numerical example illustrates the results obtained.

Variational approach for a general financial equilibrium problem: The Deficit Formula, the Balance Law and the Liability Formula. A path to the economy recovery

Without using a technical language, but using the universal language of mathematics, we provide simple but significant laws, as Deficit Formula, Balance Law and Liability Formula, for the management of the world economy. Decisions, under these laws, for the recovery of the economy and for the good governance clearly appear. Further a simple but useful economical indicator E(t) is provided and the results are illustrated with a significant example.

Time-Dependent Variational Inequality for an Oligopolistic Market Equilibrium Problem with Production and Demand Excesses

The paper is concerned with the variational formulation of the oligopolistic market equilibrium problem in presence of both production and demand excesses. In particular, we generalize a previous model in which the authors, instead, considered only the problem with production excesses, by allowing also the presence of demand excesses. First we examine the equilibrium conditions in terms of the well-known dynamic Cournot-Nash principle. Next, the equilibrium conditions will be expressed in terms of Lagrange multipliers by means of the infinite dimensional duality theory. Then, we show the equivalence between the two conditions that are both expressed by an appropriate evolutionary variational inequality. Moreover, thanks to the variational formulation, some existence and regularity results for equilibrium solutions are proved. At last, a numerical example, which illustrates the features of the problem, is provided.

Weighted variational inequalities in non-pivot Hilbert spaces with applications

We introduce variational inequalities defined in non-pivot Hilbert spaces and we show some existence results. Then, we prove regularity results for weighted variational inequalities in non-pivot Hilbert space. These results have been applied to the weighted traffic equilibrium problem. The continuity of the traffic equilibrium solution allows us to present a numerical method to solve the weighted variational inequality that expresses the problem. In particular, we extend the Solodov-Svaiter algorithm to the variational inequalities defined in finite-dimensional non-pivot Hilbert spaces. Then, by means of a interpolation, we construct the solution of the weighted variational inequality defined in a infinite-dimensional space. Moreover, we present a convergence analysis of the method.

Dynamic vaccination games and variational inequalities on time-dependent sets

This paper presents a model of a dynamic vaccination game in a population consisting of a collection of groups, each of which holds distinct perceptions of vaccinating versus non-vaccinating risks. Vaccination is regarded here as a game due to the fact that the payoff to each population group depends on the so-called perceived probability of getting infected given a certain level of the vaccine coverage in the population, a level that is generally obtained by the vaccinating decisions of other members of a population. The novelty of this model resides in the fact that it describes a repeated vaccination game (over a finite time horizon) of population groups whose sizes vary with time. In particular, the dynamic game is proven to have solutions using a parametric variational inequality approach often employed in optimization and network equilibrium problems. Moreover, the model does not make any assumptions upon the level of the vaccine coverage in the population, but rather computes this level as a final result. This model could then be used to compute possible vaccine coverage scenarios in a population, given information about its heterogeneity with respect to perceived vaccine risks. In support of the model, some theoretical results were advanced (presented in the appendix) to ensure that computation of optimal vaccination strategies can take place; this means, the theory states the existence, uniqueness and regularity (in our case piecewise continuity) of the solution curves representing the evolution of optimal vaccination strategies of each population group.

Inverse Variational Inequality Approach and Applications

It is well known that a dynamic oligopolistic market equilibrium problem can be studied as an evolutionary variational inequality and this problem is approached as a problem of profit optimization for the firms. On the contrary, in this article, with the help of an inverse variational formulation, the behavior of control policies for an oligopolistic market equilibrium problem, whose aim is to regulate the exportation through the adjustment of taxes on the firms, is studied. This is considered as a policymaker optimization problem. More precisely, a definition of equilibrium for the firms by using the Lagrange multipliers is provided together to the optimal regulatory tax definition. Moreover an existence result is given and, at last, a numerical example is analyzed.

A Quasi-Variational Approach for the Dynamic Oligopolistic Market Equilibrium Problem

The paper is concerned with the dynamic oligopolistic market equilibrium problem in the realistic case in which we allow the presence of capacity constraints and production excesses and, moreover, we assume that the production function depends not only on the time but also on the equilibrium distribution. As a consequence, we introduce the generalized dynamic Cournot-Nash principle in the elastic case and prove the equivalence between this equilibrium definition and a suitable evolutionary quasi-variational inequality. For completeness we make the analysis of existence, regularity, and sensitivity of the solution. In the end, a numerical example is provided.