On unbounded polyhedral convex set optimization problems
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Publication:6621985
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Cites work
- A new approach to duality in vector optimization
- An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
- An algorithm to solve polyhedral convex set optimization problems
- Cone distribution functions and quantiles for multivariate random variables
- Duality for set-valued measures of risk
- Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming
- Note: An algorithm to solve polyhedral convex set optimization problems
- Set Optimization—A Rather Short Introduction
- Set-valued risk measures for conical market models
- Solution concepts in vector optimization: a fresh look at an old story
- The polyhedral projection problem
- The vector linear program solver \textit{Bensolve} -- notes on theoretical background
- Undergraduate convexity. From Fourier and Motzkin to Kuhn and Tucker
- Vector Optimization with Infimum and Supremum
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