Set Optimization and Applications - The State of the Art

Language: English

Published by Springer, Springer Gabler Aug 2016, 2016

3662511398 / 9783662511398

Series: Book 146 of 464 - Springer Proceedings in Mathematics & Statistics

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This item is printed on demand - Print on Demand Titel. Neuware -This volume presents five surveys with extensivebibliographies and six original contributions on set optimization and its applicationsin mathematical finance and game theory. The topics range from moreconventional approaches that look for minimal/maximal elements with respect tovector orders or set relations, to the new complete-lattice approach thatcomprises a coherent solution concept for set optimization problems, along withexistence results, duality theorems, optimality conditions, variationalinequalities and theoretical foundations for algorithms. Modern approaches toscalarization methods can be found as well as a fundamental contribution to conditionalanalysis. The theory is tailor-made for financial applications, in particular riskevaluation and [super-]hedging for market models with transaction costs, but italso provides a refreshing new perspective on vector optimization. There is nocomparable volume on the market, making the book an invaluable resource forresearchers working in vector optimization and multi-criteria decision-making, mathematicalfinance and economics as well as [set-valued] variational analysis.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 344 pp. Englisch.

Seller Inventory # 9783662511398

Title
Set Optimization and Applications - The State of the Art
Author
Andreas H Hamel
Publisher
Springer, Springer Gabler Aug 2016
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3662511398
ISBN 13
9783662511398
Item weight
522 grams
Dimensions
235x155x19 mm
Series
Book 146 of 464: Springer Proceedings in Mathematics & Statistics

buchversandmimpf2000

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