A duality theory for set-valued functions. I: Fenchel conjugation theory
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- An Existence Theorem in Vector Optimization
- Conjugate convex operators
- Conjugate duality in set-valued vector optimization
- Conjugate duality in vector optimization
- Conjugate maps and duality in multiobjective optimization
- Continuity and Differentiability Properties of Convex Operators
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- DUALITY OF MULTIOBJECTIVE PROBLEMS
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- On sufficient conditions for the existence of supports to sublinear operators
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Cited in
(53)- A notion of Fenchel conjugate for set-valued mappings
- A Minty variational principle for set optimization
- Dual representations for convex risk measures via conjugate duality
- Set-valued dynamic risk measures for processes and for vectors
- Set-valued evenly convex functions: characterizations and C-conjugacy
- Set optimization meets variational inequalities
- Fenchel duality for convex set functions
- Applying set optimization to weak efficiency
- Set-valued law invariant coherent and convex risk measures
- A Fenchel-Rockafellar duality theorem for set-valued optimization
- Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes
- Benson type algorithms for linear vector optimization and applications
- Time consistency for scalar multivariate risk measures
- Solution concepts in vector optimization: a fresh look at an old story
- Complete duality for quasiconvex and convex set-valued functions
- The existence of contingent epiderivative for a set-valued mapping and vector variational-like inequalities
- Set-valued shortfall and divergence risk measures
- A set-valued Lagrange theorem based on a process for convex vector programming
- Nonlinear expectations of random sets
- A Fenchel-Moreau theorem for $\bar L^0$-valued functions
- Set-valued risk measures for conical market models
- Regulator-based risk statistics for portfolios
- Time consistency of dynamic risk measures in markets with transaction costs
- Conjugaison par tranches
- A characterization theorem for Aumann integrals
- Notes on extended real- and set-valued functions
- On generalized Fenchel-Moreau theorem and second-order characterization for convex vector functions
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices
- Coherent and convex loss-based risk measures for portfolio vectors
- Acceptability indexes for portfolio vectors
- Scalar representation and conjugation of set-valued functions
- Set-valued Haezendonck-Goovaerts risk measure and its properties
- Capital allocation for set-valued risk measures
- Capital allocation with multivariate convex risk measures
- A set optimization approach to utility maximization under transaction costs
- Multivariate coherent risk measures induced by multivariate convex risk measures
- Set-valued dynamic risk measures for bounded discrete-time processes
- Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization
- Lagrange duality, stability and subdifferentials in vector optimization
- Systemic risk statistics with scenario analysis
- Scalar multivariate risk measures with a single eligible asset
- Multi-portfolio time consistency for set-valued convex and coherent risk measures
- A supermartingale relation for multivariate risk measures
- Duality for closed convex functions and evenly convex functions
- Set-valued loss-based risk measures
- Set-valued risk statistics with scenario analysis
- Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization
- Duality results involving functions associated to nonempty subsets of locally convex spaces
- An algorithm to solve polyhedral convex set optimization problems
- Lagrange duality in set optimization
- Vector topical function, abstract convexity and image space analysis
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
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