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Set Optimization and Applications - the State of the Art

Set Optimization and Applications - the State of the Art

From Set Relations to Set-Valued Risk Measures

by Andreas LöhneCarola Schrage Birgit Rudloff and others
Hardback
Publication Date: 24/12/2015

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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.
ISBN:
9783662486689
9783662486689
Category:
Applied mathematics
Format:
Hardback
Publication Date:
24-12-2015
Language:
English
Publisher:
Springer
Country of origin:
United States
Dimensions (mm):
235x155mm
Weight:
6.39kg

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