Set Optimization and Applications - The State of the Art

From Set Relations to Set-Valued Risk Measures

Nonfiction, Science & Nature, Mathematics, Calculus, Applied
Cover of the book Set Optimization and Applications - The State of the Art by , Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9783662486702
Publisher: Springer Berlin Heidelberg Publication: November 21, 2015
Imprint: Springer Language: English
Author:
ISBN: 9783662486702
Publisher: Springer Berlin Heidelberg
Publication: November 21, 2015
Imprint: Springer
Language: English

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.

 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

 

More books from Springer Berlin Heidelberg

Cover of the book Bioactive Surfaces by
Cover of the book Postoperative Epidural Opioids by
Cover of the book Führung im Projekt by
Cover of the book Mastering Rhinoplasty by
Cover of the book Oncologic Therapies by
Cover of the book Verständliche Quantenmechanik by
Cover of the book Herausforderungen in der Qualitativen Sozialforschung by
Cover of the book Managing Open Innovation Technologies by
Cover of the book Geological Line Selection for the Qinghai-Tibet Railway Engineering by
Cover of the book Strategies of Multinational Corporations and Social Regulations by
Cover of the book Bacteria in Agrobiology: Stress Management by
Cover of the book Measuring Roots by
Cover of the book CSR und Familienunternehmen by
Cover of the book A Concise Guide to Nuclear Medicine by
Cover of the book Transactions on Large-Scale Data- and Knowledge-Centered Systems XIX by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy