Del 151 - Springer Proceedings in Mathematics & Statistics

Set Optimization and Applications - The State of the Art

From Set Relations to Set-Valued Risk Measures

Häftad, Engelska, 2016

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

1 369 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

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.