Set optimization - a rather short introduction

Autor: Hamel, Andreas H., Heyde, Frank, Löhne, Andreas, Rudloff, Birgit, Schrage, Carola
Rok vydání: 2014
Předmět:
Druh dokumentu: Working Paper
DOI: 10.1007/978-3-662-48670-2_3
Popis: 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. Applications to vector optimization and financial risk measures are discussed along with algorithmic approaches to set optimization problems.
Databáze: arXiv