Set optimization - a rather short introduction

Andreas Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage

Publikation: Beitrag in Buch/KonferenzbandBeitrag in Sammelwerk


Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems. Extensive sections with bibliographical comments summarize the state of the art. Applica- tions to vector optimization and financial risk measures are discussed along with algorithmic approaches to set optimization problems.
Titel des SammelwerksSet Optimization and Applications in Finance - The State of the Art
Herausgeber*innen A.H. Hamel, F. Heyde, A. Löhne, B. Rudloff, C. Schrage
ErscheinungsortBerlin Heidelberg
Seiten65 - 141
ISBN (Print)978-3-662-48668-9
PublikationsstatusVeröffentlicht - 2015