LEADER 04319nam 22007335 450 001 9910300251703321 005 20220330185010.0 010 $a3-662-48670-9 024 7 $a10.1007/978-3-662-48670-2 035 $a(CKB)3710000000515882 035 $a(EBL)4103866 035 $a(SSID)ssj0001585546 035 $a(PQKBManifestationID)16263836 035 $a(PQKBTitleCode)TC0001585546 035 $a(PQKBWorkID)14865170 035 $a(PQKB)11117530 035 $a(DE-He213)978-3-662-48670-2 035 $a(MiAaPQ)EBC4103866 035 $a(PPN)190524936 035 $a(EXLCZ)993710000000515882 100 $a20151121d2015 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aSet optimization and applications - the state of the art$b[electronic resource] $efrom set relations to set-valued risk measures /$fedited by Andreas H Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage 205 $a1st ed. 2015. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2015. 215 $a1 online resource (333 p.) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v151 300 $aDescription based upon print version of record. 311 $a3-662-48668-7 320 $aIncludes bibliographical references. 330 $aThis volume presents five surveys with extensive bibliographies and six original contributions on set optimization and its applications in mathematical finance and game theory. The topics range from more conventional approaches that look for minimal/maximal elements with respect to vector orders or set relations, to the new complete-lattice approach that comprises a coherent solution concept for set optimization problems, along with existence results, duality theorems, optimality conditions, variational inequalities and theoretical foundations for algorithms. Modern approaches to scalarization methods can be found as well as a fundamental contribution to conditional analysis. The theory is tailor-made for financial applications, in particular risk evaluation and [super-]hedging for market models with transaction costs, but it also provides a refreshing new perspective on vector optimization. There is no comparable volume on the market, making the book an invaluable resource for researchers working in vector optimization and multi-criteria decision-making, mathematical finance and economics as well as [set-valued] variational analysis. . 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v151 606 $aCalculus of variations 606 $aEconomics, Mathematical  606 $aAlgebra 606 $aOrdered algebraic structures 606 $aMathematical optimization 606 $aCalculus of Variations and Optimal Control; Optimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26016 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aOrder, Lattices, Ordered Algebraic Structures$3https://scigraph.springernature.com/ontologies/product-market-codes/M11124 606 $aContinuous Optimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26030 615 0$aCalculus of variations. 615 0$aEconomics, Mathematical . 615 0$aAlgebra. 615 0$aOrdered algebraic structures. 615 0$aMathematical optimization. 615 14$aCalculus of Variations and Optimal Control; Optimization. 615 24$aQuantitative Finance. 615 24$aOrder, Lattices, Ordered Algebraic Structures. 615 24$aContinuous Optimization. 676 $a510 702 $aHamel$b Andreas H$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aHeyde$b Frank$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aLöhne$b Andreas$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aRudloff$b Birgit$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aSchrage$b Carola$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910300251703321 996 $aSet optimization and applications - the state of the art$91522867 997 $aUNINA