Set Optimization and Applications the State of the Art
. Ed(S): Lohne, Andreas; Heyde, Frank; Hamel, Andreas H.; Rudloff, Birgit; Schrage, Carola
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 ... Read more
Show Less
Product Details
Reviews for Set Optimization and Applications the State of the Art