Téléchargez le livre : Set Optimization and Applications - The State of the Art

Set Optimization and Applications - The State of the Art

From Set Relations to Set-Valued Risk Measures

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Éditeur :

Springer


Collection :

Springer Proceedings in Mathematics & Statistics

Paru le : 2015-11-21



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Description

This volume presents five surveys with extensive bibliographies and six original contributions on set optimization and its applications in mathematical finance and game theory. The topics range from more conventional approaches that look for minimal/maximal elements with respect to vector orders or set relations, to the new complete-lattice approach that comprises a coherent solution concept for set optimization problems, along with existence results, duality theorems, optimality conditions, variational inequalities and theoretical foundations for algorithms. Modern approaches to scalarization methods can be found as well as a fundamental contribution to conditional analysis. The theory is tailor-made for financial applications, in particular risk evaluation and [super-]hedging for market models with transaction costs, but it also provides a refreshing new perspective on vector optimization. There is no comparable volume on the market, making the book an invaluable resource for researchers working in vector optimization and multi-criteria decision-making, mathematical finance and economics as well as [set-valued] variational analysis.

 
Pages
331 pages
Collection
Springer Proceedings in Mathematics & Statistics
Parution
2015-11-21
Marque
Springer
EAN papier
9783662486689
EAN PDF
9783662486702
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
33
Taille du fichier
4137 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
94,94 €
EAN EPUB
9783662486702
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
33
Taille du fichier
8131 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
94,94 €

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