Read e-book online Set Optimization and Applications - The State of the Art: PDF

By Andreas H. Hamel,Frank Heyde,Andreas Löhne,Birgit Rudloff,Carola Schrage

ISBN-10: 3662486687

ISBN-13: 9783662486689

ISBN-10: 3662511398

ISBN-13: 9783662511398

This quantity offers 5 surveys with extensive
bibliographies and 6 unique contributions on set optimization and its applications
in mathematical finance and video game idea. the themes variety from more
conventional techniques that search for minimal/maximal components with admire to
vector orders or set kin, to the recent complete-lattice method that
comprises a coherent resolution inspiration for set optimization difficulties, alongside with
existence effects, duality theorems, optimality stipulations, variational
inequalities and theoretical foundations for algorithms. smooth techniques to
scalarization equipment are available in addition to a primary contribution to conditional
analysis. the idea is tailored for monetary purposes, particularly risk
evaluation and [super-]hedging for marketplace types with transaction expenditures, yet it
also presents a fresh new viewpoint on vector optimization. there's no
comparable quantity out there, making the ebook a useful source for
researchers operating in vector optimization and multi-criteria decision-making, mathematical
finance and economics in addition to [set-valued] variational analysis.

 

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Get Set Optimization and Applications - The State of the Art: PDF

This quantity offers 5 surveys with extensivebibliographies and 6 unique contributions on set optimization and its applicationsin mathematical finance and online game concept. the subjects diversity from moreconventional techniques that search for minimal/maximal components with admire tovector orders or set relatives, to the hot complete-lattice procedure thatcomprises a coherent answer inspiration for set optimization difficulties, alongside withexistence effects, duality theorems, optimality stipulations, variationalinequalities and theoretical foundations for algorithms.

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Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures (Springer Proceedings in Mathematics & Statistics) by Andreas H. Hamel,Frank Heyde,Andreas Löhne,Birgit Rudloff,Carola Schrage


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