Set optimization - a rather short introduction

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

Set optimization - a rather short introduction

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

Statistics and Mathematics

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Sammelwerk

Abstract

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.

Originalsprache	Englisch
Titel des Sammelwerks	Set Optimization and Applications in Finance - The State of the Art
Herausgeber*innen	A.H. Hamel, F. Heyde, A. Löhne, B. Rudloff, C. Schrage
Erscheinungsort	Berlin Heidelberg
Verlag	Springer
Seiten	65 - 141
ISBN (Print)	978-3-662-48668-9
Publikationsstatus	Veröffentlicht - 2015

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Andere Dateien und Links

http://arxiv.org/pdf/1404.5928.pdf

Zitat

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