Set Optimization and Applications The State of the Art is popular PDF and ePub book, written by Andreas H Hamel in 2015-11-21, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Set Optimization and Applications The State of the Art can be Read Online from any device for your convenience.
Set Optimization and Applications The State of the Art Book PDF 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.
Detail Book of Set Optimization and Applications The State of the Art PDF
- Author : Andreas H Hamel
- Release : 21 November 2015
- Publisher : Springer
- ISBN : 9783662486702
- Genre : Mathematics
- Total Page : 333 pages
- Language : English
- PDF File Size : 11,7 Mb
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