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Set optimization and applications - ...

Hamel, Andreas H.

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Set optimization and applications - the state of the art = from set relations to set-valued risk measures /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Set optimization and applications - the state of the art/ edited by Andreas H. Hamel ... [et al.].
Reminder of title:	from set relations to set-valued risk measures /
other author:	Hamel, Andreas H.
Published:	Berlin, Heidelberg :Springer Berlin Heidelberg : : 2015.,
Description:	xii, 311 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Mathematics. -
Online resource:	http://dx.doi.org/10.1007/978-3-662-48670-2
ISBN:	9783662486702

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 artfrom set relations to set-valued risk measures /[electronic resource] :edited by Andreas H. Hamel ... [et al.]. - Berlin, Heidelberg :Springer Berlin Heidelberg :2015. - xii, 311 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.1512194-1009 ;. - Springer proceedings in mathematics & statistics ;v.19..

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.

ISBN: 9783662486702

Standard No.: 10.1007/978-3-662-48670-2doiSubjects--Topical Terms:

515831
Mathematics.

LC Class. No.: QA315

Dewey Class. No.: 515.64

Set optimization and applications - the state of the art = from set relations to set-valued risk measures /
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245 0 0 $a Set optimization and applications - the state of the art $h [electronic resource] : $b from set relations to set-valued risk measures / $c edited by Andreas H. Hamel ... [et al.].
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300 $a xii, 311 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1009 ; $v v.151
520 $a 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.
650 0 $a Mathematics. $3 515831
650 0 $a Algebra. $3 516203
650 0 $a Ordered algebraic structures. $3 713880
650 0 $a Economics, Mathematical. $3 647770
650 0 $a Calculus of variations. $3 516604
650 0 $a Mathematical optimization. $3 517763
650 2 4 $a Calculus of Variations and Optimal Control; Optimization. $3 898674
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Order, Lattices, Ordered Algebraic Structures. $3 896039
650 2 4 $a Continuous Optimization. $3 1566748
700 1 $a Hamel, Andreas H. $3 2163037
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Springer proceedings in mathematics & statistics ; $v v.19. $3 1619928
856 4 0 $u http://dx.doi.org/10.1007/978-3-662-48670-2
950 $a Mathematics and Statistics (Springer-11649)