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Set optimization and applications: the state of the art : from set relations to set-valued risk measures

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...

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Detalles Bibliográficos
Autores principales: Hamel, Andreas, Heyde, Frank, Löhne, Andreas, Rudloff, Birgit, Schrage, Carola
Lenguaje:eng
Publicado: Springer 2015
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-662-48670-2
http://cds.cern.ch/record/2113177