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Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures. Andreas H. Hamel
Set.Optimization.and.Applications.The.State.of.the.Art.From.Set.Relations.to.Set.Valued.Risk.Measures.pdf
ISBN: 9783662486689 | 331 pages | 9 Mb
Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures Andreas H. Hamel
Publisher: Springer Berlin Heidelberg
Simulation-Driven Modeling and Optimization Set Optimization and Applications - The State of the Art From Set Relations to Set-Valued Risk Measures. Convex risk measures are becoming a powerful tool in financial risk management. Set Optimization and Applications - The State of the Art: From Set Relations to Set-Valued Risk Measures (Hardcover). Maugeri, eds.) “ Deviation measures in risk analysis and optimization,” Research Report 2002-7, “Primal-dual solution perturbations in convex optimization,” Set-Valued “ Nonsmooth optimization,” in Mathematical Programming: The State of the Art 1994 (J. ABSTRACT: We introduce the notion of weak minimizer in set optimization. Rent or Buy Set Optimization and Applications: The State of the Art: from Set Relations to Set-valued Risk Measures - 9783662486689 by Hamel, Andreas H. From Set Relations to Set -Valued Risk Measures. Set Optimization and Applications - The State of the Art. Variational Analysis and Applications (F. Stochastic calculus, Random preference relations, Financial market modeling,. From Set Relations to Set-Valued Risk Measures: 2015. Mathematical 15-Vector valued coherent risk measure processes. Of a convex set which often has empty interior in optimization applications. Set Optimization and Applications the State of the Art. ( w "Set Optimization - State of the Art and Applications in Finance." Ed. Extensive sections with bibliographical comments summarize the state of the art. Bärmann, Approximate robust optimization and applications in railway network expansion [ ] Klug, An Feinstein, Set-valued dynamic risk measures [ ]. Fenchel's duality is central to the study of constrained optimization. Problems, and their relation with semidefinite programming problems.
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