Set Optimization and Applications - The State of the Art

From Set Relations to Set-Valued Risk Measures

Häftad, Engelska, 2016

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

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This volume presents five surveys with extensivebibliographies and six original contributions on set optimization and its applicationsin mathematical finance and game theory.

Produktinformation

Utgivningsdatum2016-08-23
Mått155 x 235 x 19 mm
Vikt522 g
FormatHäftad
SpråkEngelska
SerieSpringer Proceedings in Mathematics & Statistics
Antal sidor331
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783662511398

Tillhör följande kategorier

Tillämpad matematik inom Naturvetenskap och teknik
Nationalekonomi inom Ekonomi och ledarskap
Algebra inom Naturvetenskap och teknik
Optimering inom Naturvetenskap och teknik

I. Surveys.- A comparison of techniques for dynamic mul-tivariate risk measures.- Nonlinear scalarization of set optimization problems with set orderings.- Set optimization - a rather short introduction.- A survey of set optimization problems with set solutions.- Linear vector optimization and European option pricing under proportional transaction costs.- II. Special topics.- Conditional analysis on Rd.- Set optimization meets variational inequalities.- Estimate of error bounds for some sets of efficient solutions of a set-valued optimization problem.- On supremal and maximal sets with respectto random partial orders.- Generalized minimality in set optimization.- On characterization of Nash equilibrium strategy in bimatrix games with set payos.