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  • Search: subject:"Double obstacle problem"
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Subject
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Double obstacle problem 2 Ansteckungseffekt 1 Bank failure 1 Bank risk 1 Bankenkrise 1 Banking crisis 1 Bankinsolvenz 1 Bankrisiko 1 Business network 1 Clearing payment vector 1 Complementarity problem 1 Contagion 1 Contagion effect 1 Financial crisis 1 Finanzkrise 1 Geldmarkt 1 Global optimizer 1 Insolvency 1 Insolvenz 1 Interbank market 1 Interbank network 1 Interbankenmarkt 1 Money market 1 Network 1 Netzwerk 1 Parabolic differential operator 1 Penalty approximation method 1 Systemic risk 1 Systemrisiko 1 Unternehmensnetzwerk 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Jiang, Lishang 1 Ren, Xuemin 1 Wang, S. 1 Yang, X. 1 Zhou, Y. 1
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Journal of Global Optimization 1 Operations research letters 1
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ECONIS (ZBW) 1 RePEc 1
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Mathematical modeling and analysis of insolvency contagion in an interbank network
Ren, Xuemin; Jiang, Lishang - In: Operations research letters 44 (2016) 6, pp. 759-783
Persistent link: https://www.econbiz.de/10011622367
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A penalty approximation method for a semilinear parabolic double obstacle problem
Zhou, Y.; Wang, S.; Yang, X. - In: Journal of Global Optimization 60 (2014) 3, pp. 531-550
In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set. We first rewrite the double obstacle complementarity problem...
Persistent link: https://www.econbiz.de/10010938215
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