The Resource Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures, edited by Andreas H Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, (electronic resource)

Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures, edited by Andreas H Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, (electronic resource)

Label
Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures
Title
Set Optimization and Applications - The State of the Art
Title remainder
From Set Relations to Set-Valued Risk Measures
Statement of responsibility
edited by Andreas H Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
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.
Member of
Dewey number
510
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • Px90hVeMvrw
  • bUSoXz_eTmA
  • j1A-tvD_6-I
  • 31i-wRQD2Ws
  • Q4cUA1iQUVI
Language note
English
LC call number
  • QA315-316
  • QA402.3
  • QA402.5-QA402.6
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Hamel, Andreas H.
  • Heyde, Frank.
  • Löhne, Andreas.
  • Rudloff, Birgit.
  • Schrage, Carola.
Series statement
Springer Proceedings in Mathematics & Statistics,
Series volume
151
http://library.link/vocab/subjectName
  • Mathematical optimization
  • Finance
  • Algebra
  • Calculus of Variations and Optimal Control; Optimization
  • Quantitative Finance
  • Order, Lattices, Ordered Algebraic Structures
  • Continuous Optimization
Label
Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures, edited by Andreas H Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Dimensions
unknown
Edition
1st ed. 2015.
Extent
1 online resource (333 p.)
Form of item
online
Isbn
9783662486702
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-662-48670-2
Specific material designation
remote
System control number
  • (CKB)3710000000515882
  • (EBL)4103866
  • (SSID)ssj0001585546
  • (PQKBManifestationID)16263836
  • (PQKBTitleCode)TC0001585546
  • (PQKBWorkID)14865170
  • (PQKB)11117530
  • (DE-He213)978-3-662-48670-2
  • (MiAaPQ)EBC4103866
  • (EXLCZ)993710000000515882
Label
Set Optimization and Applications - The State of the Art : From Set Relations to Set-Valued Risk Measures, edited by Andreas H Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Dimensions
unknown
Edition
1st ed. 2015.
Extent
1 online resource (333 p.)
Form of item
online
Isbn
9783662486702
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-662-48670-2
Specific material designation
remote
System control number
  • (CKB)3710000000515882
  • (EBL)4103866
  • (SSID)ssj0001585546
  • (PQKBManifestationID)16263836
  • (PQKBTitleCode)TC0001585546
  • (PQKBWorkID)14865170
  • (PQKB)11117530
  • (DE-He213)978-3-662-48670-2
  • (MiAaPQ)EBC4103866
  • (EXLCZ)993710000000515882

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