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

Institute for Statistics and Mathematics

Publication: Chapter in book/Conference proceeding › Chapter in edited volume

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.

Original language	English
Title of host publication	Set Optimization and Applications in Finance - The State of the Art
Editors	A.H. Hamel, F. Heyde, A. Löhne, B. Rudloff, C. Schrage
Place of Publication	Berlin Heidelberg
Publisher	Springer
Pages	65 - 141
ISBN (Print)	978-3-662-48668-9
Publication status	Published - 2015

Cite this

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AU - Heyde, Frank

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AU - Rudloff, Birgit

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AB - 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.

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

M3 - Chapter in edited volume

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Set optimization - a rather short introduction

Abstract

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