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Variational Inequalities
Variational inequality problems provide a convinient mathematical framework for discussing a number of interesting problems in the field of optimization and equilibrium studies. My main contributions in this field are complexitiy investigations of monotone variational inequalities using the ellpsoid mehtod (1985) and interior point techniques (2000,2002):
In B. Büeler PhD thesis this techniques are used for determing equilibrium prices for CO2 emission permits under different reduction scenarios.
In a recent work an LCP-framework is used to develope fast algorithms for solving american options LCP_for_American_Options.
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