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Zh. Vychisl. Mat. Mat. Fiz., 2009, Volume 49, Number 3, Pages 465–481 (Mi zvmmf23)  

This article is cited in 9 scientific papers (total in 9 papers)

Equilibrium model of a credit market: Statement of the problem and solution methods

A. S. Antipina, O. A. Popovab

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
b Siberian State Automobile and Highway Academy, pr. Mira 5, Omsk, 644050, Russia

Abstract: An equilibrium model of a credit market is proposed and examined. The credit price or the interest rate in the model is determined by the consistent interaction of two macroscopic factors: supply and demand. Methods for computing an equilibrium interest rate are suggested. The methods are interpreted as market-balancing dynamics. The convergence of the methods is proved.

Key words: problem of credit market equilibrium, linear optimization problems, variational inequalities, saddle points, extraproximal method.

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English version:
Computational Mathematics and Mathematical Physics, 2009, 49:3, 450–465

Bibliographic databases:

UDC: 519.86
Received: 29.08.2008

Citation: A. S. Antipin, O. A. Popova, “Equilibrium model of a credit market: Statement of the problem and solution methods”, Zh. Vychisl. Mat. Mat. Fiz., 49:3 (2009), 465–481; Comput. Math. Math. Phys., 49:3 (2009), 450–465

Citation in format AMSBIB
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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Extraproximal method for solving two-person saddle-point games”, Comput. Math. Math. Phys., 51:9 (2011), 1472–1482  mathnet  crossref  mathscinet  isi
    2. L. A. Artem'eva, “Extragradient method for searching for an equilibrium point in two-person saddle-point games”, Comput. Math. Math. Phys., 51:12 (2011), 2017–2030  mathnet  crossref  mathscinet  isi
    3. Vasil'ev F.P., Antipin A.S., Artem'eva L.A., “Differential Extraproximal Method for Finding an Equilibrium in Two-Person Saddle-Point Games”, Differ. Equ., 47:11 (2011), 1569–1581  crossref  mathscinet  zmath  isi  elib  scopus
    4. Artem'eva L.A., “Differential extragradient method for finding an equilibrium in two-person saddle-point games”, Differ. Equ., 48:1 (2012), 81–94  crossref  zmath  isi  elib  scopus
    5. L. A. Artem'eva, “Regularized extragradient method for searching for an equilibrium point in two-person saddle-point games”, Comput. Math. Math. Phys., 52:4 (2012), 495–511  mathnet  crossref  mathscinet  adsnasa  isi  elib  elib
    6. A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Regularized extraproximal method for finding equilibrium points in two-person saddle-point games”, Comput. Math. Math. Phys., 52:7 (2012), 1007–1016  mathnet  crossref  mathscinet  adsnasa  isi  elib  elib
    7. L. A. Artem'eva, “Regularized differential extragradient method for searching for an equilibrium point in two-person saddle-point games with approximate input data”, Comput. Math. Math. Phys., 52:9 (2012), 1203–1220  mathnet  crossref  mathscinet  isi  elib  elib
    8. Vasilev F.P., Antipin A.S., Artemeva L.A., “Regulyarizovannyi differentsialnyi ekstraproksimalnyi metod poiska tochki ravnovesiya v sedlovykh igrakh dvukh lits”, Vychislitelnye metody i programmirovanie: novye vychislitelnye tekhnologii, 13:1 (2012), 149–160  mathnet  elib
    9. Vasilyev F.P. Antipin A.S. Artemyeva L.A., “Regularization Method for Searching for an Equilibrium Point in Two-Person Saddle-Point Games with Approximate Input Data”, Dokl. Math., 89:1 (2014), 49–53  crossref  mathscinet  zmath  isi  elib  scopus
  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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