Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures: 151 (Springer Proceedings in Mathematics & Statistics, 151) - Tapa dura

Libro 146 de 463: Springer Proceedings in Mathematics & Statistics
 
9783662486689: Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures: 151 (Springer Proceedings in Mathematics & Statistics, 151)
Tapa dura
ISBN 10: 3662486687 ISBN 13: 9783662486689
Editorial: Springer, 2015

Sinopsis

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.

 

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De la contraportada

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.

 

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2015
Idioma
Inglés
ISBN 10 
3662486687
ISBN 13 
9783662486689
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
344
Editor
Hamel Andreas H, Löhne Andreas, Heyde Frank
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783662511398: Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures: 151 (Springer Proceedings in Mathematics & Statistics)

Edición Destacada

ISBN 10:  3662511398 ISBN 13:  9783662511398
Editorial: Springer, 2016
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