國立高雄大學圖資館 |

Language: English

Back

Set optimization and applications - ...

Hamel, Andreas H.

Set optimization and applications - the state of the artfrom set relations to set-valued risk measures /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Set optimization and applications - the state of the artedited 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$q(electronic bk.)

Set optimization and applications - the state of the artfrom 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$q(electronic bk.)

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

184409
Mathematics.

LC Class. No.: QA315

Dewey Class. No.: 515.64

Set optimization and applications - the state of the artfrom set relations to set-valued risk measures /
LDR:02304nmm a2200337 a 4500 001 476991
003 DE-He213
005 20160418114142.0
006 m d
007 cr nn 008maaau
008 160526s2015 gw s 0 eng d
020 $a 9783662486702$q(electronic bk.)
020 $a 9783662486689$q(paper)
024 7 $a 10.1007/978-3-662-48670-2 $2 doi
035 $a 978-3-662-48670-2
040 $a GP $c GP
041 0 $a eng
050 4 $a QA315
072 7 $a PBKQ $2 bicssc
072 7 $a PBU $2 bicssc
072 7 $a MAT005000 $2 bisacsh
072 7 $a MAT029020 $2 bisacsh
082 0 4 $a 515.64 $2 23
090 $a QA315 $b .S495 2015
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.].
260 $a Berlin, Heidelberg : $b Springer Berlin Heidelberg : $b Imprint: Springer, $c 2015.
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 184409
650 0 $a Algebra. $3 188312
650 0 $a Ordered algebraic structures. $3 467759
650 0 $a Economics, Mathematical. $3 182903
650 0 $a Calculus of variations. $3 191127
650 0 $a Mathematical optimization. $3 183292
650 2 4 $a Calculus of Variations and Optimal Control; Optimization. $3 274198
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Order, Lattices, Ordered Algebraic Structures. $3 275673
650 2 4 $a Continuous Optimization. $3 558846
700 1 $a Hamel, Andreas H. $3 731803
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer proceedings in mathematics & statistics ; $v v.19. $3 569116
856 4 0 $u http://dx.doi.org/10.1007/978-3-662-48670-2
950 $a Mathematics and Statistics (Springer-11649)