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Set optimization and applications - the state of the art = from set relations to set-valued risk measures /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Set optimization and applications - the state of the art/ edited by Andreas H. Hamel ... [et al.].
Reminder of title:	from set relations to set-valued risk measures /
other author:	Hamel, Andreas H.
Published:	Berlin, Heidelberg :Imprint: Springer, : 2015.,
Description:	xii, 311 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Continuous Optimization. -
Online resource:	http://dx.doi.org/10.1007/978-3-662-48670-2
ISBN:	9783662486702

Set optimization and applications - the state of the art = from set relations to set-valued risk measures /
Set optimization and applications - the state of the artfrom set relations to set-valued risk measures /[electronic resource] :edited by Andreas H. Hamel ... [et al.]. - Berlin, Heidelberg :Imprint: Springer,2015. - xii, 311 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1512194-1009 ;. - Springer proceedings in mathematics & statistics ;v.24..

This volume presents five surveys with extensive bibliographies and six original contributions on set optimization and its applications in mathematical finance and game theory. The topics range from more conventional approaches that look for minimal/maximal elements with respect to vector orders or set relations, to the new complete-lattice approach that comprises a coherent solution concept for set optimization problems, along with existence results, duality theorems, optimality conditions, variational inequalities and theoretical foundations for algorithms. Modern approaches to scalarization methods can be found as well as a fundamental contribution to conditional analysis. The theory is tailor-made for financial applications, in particular risk evaluation and [super-]hedging for market models with transaction costs, but it also provides a refreshing new perspective on vector optimization. There is no comparable volume on the market, making the book an invaluable resource for researchers working in vector optimization and multi-criteria decision-making, mathematical finance and economics as well as [set-valued] variational analysis.

ISBN: 9783662486702

Standard No.: 10.1007/978-3-662-48670-2doiSubjects--Topical Terms:

888956
Continuous Optimization.

LC Class. No.: QA315

Dewey Class. No.: 515.64

Set optimization and applications - the state of the art = from set relations to set-valued risk measures /
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