Quotation Hamel, Andreas, Heyde, Frank, Löhne, Andreas, Rudloff, Birgit, Schrage, Carola. 2015. Set optimization - a rather short introduction. In: Set Optimization and Applications in Finance - The State of the Art, Hrsg. A.H. Hamel, F. Heyde, A. Löhne, B. Rudloff, C. Schrage, S. 65-141. Berlin Heidelberg: Springer.


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Abstract

Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems. Extensive sections with bibliographical comments summarize the state of the art. Applica- tions to vector optimization and financial risk measures are discussed along with algorithmic approaches to set optimization problems.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Chapter in edited volume
Language English
Title Set optimization - a rather short introduction
Title of whole publication Set Optimization and Applications in Finance - The State of the Art
Editor A.H. Hamel, F. Heyde, A. Löhne, B. Rudloff, C. Schrage
Page from 65
Page to 141
Location Berlin Heidelberg
Publisher Springer
Year 2015
Reviewed? Y
URL http://arxiv.org/pdf/1404.5928.pdf
ISBN 978-3-662-48668-9

Associations

People
Rudloff, Birgit (Details)
External
Hamel, Andreas (Free University of Bolzano, Italy)
Heyde, Frank (Technische Universität Bergakademie Freiberg, Germany)
Löhne, Andreas (Friedrich-Schiller-Universität Jena, Germany)
Schrage, Carola (Free University of Bolzano, Italy)
Organization
Institute for Statistics and Mathematics IN (Details)
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