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

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

Paperback

Series: Springer Proceedings in Mathematics & Statistics, Book 151

AlgebraCalculusGeneral Mathematics

ISBN10: 3662511398
ISBN13: 9783662511398
Publisher: Springer Nature
Published: Aug 23 2016
Pages: 331
Weight: 1.06
Height: 0.72 Width: 6.14 Depth: 9.21
Language: English
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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