E-Book, Englisch, Band 151, 331 Seiten, eBook
Hamel / Heyde / Löhne Set Optimization and Applications - The State of the Art
1. Auflage 2015
ISBN: 978-3-662-48670-2
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
From Set Relations to Set-Valued Risk Measures
E-Book, Englisch, Band 151, 331 Seiten, eBook
Reihe: Springer Proceedings in Mathematics & Statistics
ISBN: 978-3-662-48670-2
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
I. Surveys.- A comparison of techniques for dynamic mul-tivariate risk measures.- Nonlinear scalarization of set optimization problems with set orderings.- Set optimization - a rather short introduction.- A survey of set optimization problems with set solutions.- Linear vector optimization and European option pricing under proportional transaction costs.- II. Special topics.- Conditional analysis on Rd.- Set optimization meets variational inequalities.- Estimate of error bounds for some sets of efficient solutions of a set-valued optimization problem.- On supremal and maximal sets with respectto random partial orders.- Generalized minimality in set optimization.- On characterization of Nash equilibrium strategy in bimatrix games with set payos.