Massimiliano Giuli

Associate Professor

Coppito 1, Room 1033
massimiliano.giuli@univaq.it
+39 0862 434885

Research Interests:

Variational inequalities

Equilibrium problems

Generalized monotonicity

Generalized convexity

Nonsmooth analysis

Teaching web pages:
Office hours:
After the lectures or by appointment / Contact the teacher

Papers in refereed journals:

  1.     Castellani, M., Giuli, M., Pappalardo, M.: A Ky Fan minimax inequality for quasiequilibria on finite dimensional spaces, J. Optim. Theory Appl.179 (2018) 53--64
  2.      Giuli, M.: Cyclically monotone equilibrium problems and Ekeland’s principle, Decis. Econ. Finance 40 (2017) 231--242
  3.      Castellani, M., Giuli, M.: Ekeland's principle for cyclically antimonotone equilibrium problems, Nonlinear Anal. Real World Appl. 32 (2016) 213--228
  4.      Castellani, M., Giuli, M.: Approximate solutions of quasiequilibrium problems in Banach spaces, J. Global Optim. 64 (2016) 615--620
  5.      Castellani, M.Giuli, M.: Stability and existence results for quasimonotone quasivariational inequalities in finite dimensional spaces, Appl. Math. Optim.73 (2016) 137--152
  6.      Castellani, M.Giuli, M.: An existence result for quasiequilibrium problems in separable Banach spaces, J. Math. Anal. Appl.425 (2015) 85--95
  7.      Castellani, M., Giuli, M., Nobakhtian, S., Pappalardo M.: Local cone approximations in mathematical programming, Optimization 64 (2015) 1669--1681
  8.      Giuli, M.:Closedness of the solution map in quasivariational inequalities of Ky Fan type, J. Optim. Theory Appl.158 (2013) 130--144
  9.      Castellani, M.Giuli, M.: Refinements of existence results for relaxed quasimonotone equilibrium problems, J. Global Optim.57 (2013) 1213--1227
  10.  Castellani, M.Giuli, M.: Pseudomonotone diagonal subdifferential operators, J. Convex Anal.20 (2013), 1--12
  11.   Castellani, M.,Giuli, M.:A characterization of the solution set of pseudoconvex extremum problems, J. Convex Anal.19 (2012) 113--123
  12.  Bigi, G., Castellani, M., Giuli, M., Panicucci, B., Pappalardo, M., Passacantando, M.: Recent advances in equilibrium problems, Quaderni di Matematica 27 (2012), 41--66
  13.   Castellani, M.Giuli, M.: On equivalent equilibrium problems. J. Optim. Theory Appl.147 (2010) 157--168
  14.   Castellani, M.Giuli, M.: Predicting excess returns under heterogeneous trading and learning: A diffusive approach, Finance Letters 3 (2005) 12--16
  15.   Giuli, M., Monte, R.: Diffusion processes in a financial market under heterogeneous trading and learning, Rend. Sem. Mat. Messina Ser. II8(23) (2001/02), 233--247 (2004)
  16.   Colombo, F., Giuli, M., Vespri, V.: Generation of smoothing semigroups by degenerate elliptic operators arising in financial mathematics, Commun. Appl. Anal.(1999) 283--302

 

Papers in refereed books:

  1.      Castellani, M.Giuli, M.: On paramonotone and pseudomonotone* maps, Recent developments on mathematical programming and applications 144, 41--55, Aracne Editrice, 2009
  2.      Giuli, M., Gozzi, F., Monte, R., Vespri, V.: Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. II, Functional analysis and evolution equations,315--330, Birkhäuser, Basel,2008
  3.      Giuli, M., Vespri, V.: Speculative dynamics and feedback trading. A nonlinear model, In: Proceedings of the 4th JSAM-SIMAI Seminar on Industrial and Applied Mathematics, Gakuto international series, Mathematical sciences and applications 28, 43--51, Gakkotosho, Tokyo, 2008
  4.      Castellani, M.Giuli, M.: The axiomatic bargaining problem: a brief survey, In: Recent developments on applied mathematics 219, 25--44, Aracne Editrice, 2007
  5.      Castellani, M., D'Ottavio, A., Giuli, M.: A mean value theorem for K-directional epiderivatives, Recent advances in optimization (Varese, 2002), 21--34, Datanova, Milan,2003
  6.      Colombo, F., Giuli, M., Vespri, V.: A semigroup approach to no-arbitrage pricing theory: constant elasticity variance model and term structure models, Evolution equations: applications to physics, industry, life sciences and economics (Levico Terme, 2000), 113--126,Progr. Nonlinear Differential Equations Appl., 55,Birkhäuser, Basel,2003

 

Conference proceedings:          

  1.      Giuli, M., Vespri, V.: Speculative dynamics and feedback trading. A nonlinear model, Atti del XXX Convegno AMASES (Trieste, 2006)
  2.      Giuli, M., Monte, R.: Diffusion processes in financial a market under heterogeneous trading and learning, Extended abstract su Atti del XXV Convegno AMASES (Firenze, 2001) 
  3.      Colombo, F., Giuli, M., Vespri, V.: Generation of smoothing semigroups by degenerate elliptic operators arising in financial mathematics, Atti del XXII Convegno AMASES (Genova, 1998), 137--152

 

Reports:           

  1.     Barucci, E., Giuli, M., Monte, R.: Asset Prices under Bounded Rationality and Noise Trading, Dipartimento di Statistica e matematica applicata all’economia, Università di Pisa, Report n. 181, June 2000