Set Optimization and Applications - The State of the Art

From Set Relations to Set-Valued Risk Measures

AvAndreas H Hamel,Frank Heyde

Häftad, Engelska, 2016

Del 151 i serien Springer Proceedings in Mathematics & Statistics

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Beskrivning

This volume presents five surveys with extensivebibliographies and six original contributions on set optimization and its applicationsin mathematical finance and game theory.

Produktinformation

Utgivningsdatum:2016-08-23
Mått:155 x 235 x 19 mm
Vikt:522 g
Format:Häftad
Språk:Engelska
Serie:Springer Proceedings in Mathematics & Statistics
Antal sidor:331
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783662511398

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Innehållsförteckning

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.