Set Optimization and Applications: The State of the Art: from Set Relations to Set-valued Risk Measures - Couverture rigide

 
9783662486689: Set Optimization and Applications: The State of the Art: from Set Relations to Set-valued Risk Measures

Synopsis

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.

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Autres éditions populaires du même titre

9783662511398: Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures

Edition présentée

ISBN 10 :  3662511398 ISBN 13 :  9783662511398
Editeur : Springer, 2016
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