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

Language: English

Published by Springer, 2015

3662486687 / 9783662486689

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

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.…

Seller Inventory # 9783662486689

Title
Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures
Author
Andreas Löhne
Publisher
Springer
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3662486687
ISBN 13
9783662486689
Item weight
682 grams
Dimensions
241x160x25 mm
Series
Book 146 of 464: Springer Proceedings in Mathematics & Statistics

AHA-BUCH GmbH

Einbeck, Germany

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Shipping rates from Germany to U.S.A.

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