The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets.
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Publication:1416296
DOI10.1016/S0898-1221(02)00201-8zbMath1103.90395MaRDI QIDQ1416296
Pedro Jiménez Guerra, María José Muñoz-Bouzo, Alejandro Balbas
Publication date: 14 December 2003
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(02)00201-8
Global optimization; object; Vector optimization; Balance set; Financial arbitrage; Riesz space valued
90C29: Multi-objective and goal programming
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