Prof.  Annamaria  Barbagallo
University of Naples Federico II,  Italy

Title: A RANDOM TIME-DEPENDENT CONTROL ECONOMIC EQUILIBRIUM PROBLEM

Abstract:

The aim of the talk is to study the inverse problem for a random time-dependent oligopolistic market equilibrium problem. The firms’ point of view has been analyzed in [1]. Whereas the talk concerns the policymaker’s point of view. The random time-dependent optimal control equilibrium conditions are characterized by an inverse stochastic time-dependent variational inequality. Furthermore the equivalence with a stochastic time-dependent variational inequality is presented. Some existence and well-posedness results for optimal regulatory taxes are shown (see [2]). Then, a numerical method to compute the solution to the stochastic time-dependent variational inequality is presented. Finally, an example is discussed. 

References 

[1] Barbagallo, A., Guarino Lo Bianco, S.: Stochastic variational formulation for a general random time-dependent economic equilibrium problem. Optim. Lett. 14, 2479-2493 (2020). 

[2] Barbagallo, A., Guarino Lo Bianco, S.: A random time-dependent noncooperative equilibrium problem. Comput. Optim. Appl., doi. 10.1007/s10589-022-00368-w (2022).

Biography:

Annamaria Barbagallo received her degree in Mathematics cum laude on April 11th, 2003 at University of Catania. From November 2nd to December 31st, 2006 she had a collaboration contract for the research of computational algorithms for variational models of static and dynamics equilibrium problems, at Department of Mathematics and Computer Science of University of Catania. She received her PhD degree in Computation and Information Sciences at University of Naples “Federico II”, on February 6 th , 2007. From March 1st to October 15th, 2007 she had a post-doctoral fellow in Operations Research, Computation & Analysis of Systems Research Group, at University of Guelph, Canada. From November 2nd, 2007 to November 1st, 2010 she had a post-doctoral fellow on Mathematical Analysis, and from December 1st to 15th, 2010 she had a post-doctorial fellow on Operations Research, at University of Catania. From December 16th, 2010 to September 30th, 2015 she was assistant professor of Mathematical Analysis, at University of Naples “Federico II”. From October 1st, 2015 she is Associate Professor of Mathematical Analysis, at University of Naples “Federico II”. Her research activity concerns various aspects of Variational Analysis and Optimization regarding the theory of variational and quasi-variational inequalities and to the theory of infinite-dimensional duality, network equilibrium problems and hyperbolic differential equations. She was principal investigator of some projects funded by GNAMPA / INDAM and STAR / Compagnia San Paolo. She is the local investigator of a PRIN project. She took part of some PRIN, GNAMPA / INDAM, FARO and university projects. She is member of Editorial Board of some international journals. She participated to many national and international conference giving, also on invitation, communications. She is co-director of some international congresses, co-organizer of some minisymposia and member of the organizer committee of some international conferences.