Set optimization and applications -- the state of the art. From set relations to set-valued risk measures

DOI10.1007/978-3-662-48670-2MaRDI QIDQ892918zbMATH OpenOpenAlexFDO

Authors

Publication date 12 November 2015

Published in Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-48670-2

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to calculus of variations and optimal control (49-06) Set-valued and variational analysis (49J53) Numerical methods involving duality (49M29) Duality theory (optimization) (49N15) Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90) Financial applications of other theories (91G80)

Cited in

(32)

• Solving set optimization problems based on the concept of null set
• Computational methods for set-relation-based scalarizing functions
• Stability of efficient solutions to set optimization problems
• On Levitin-Polyak well-posedness and stability in set optimization
• On the convexity of preferences in decisions and games under (quasi-)convex/concave imprecise probability correspondences
• A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa's set approach
• Levitin-Polyak well-posedness for set optimization problems involving set order relations
• Image space analysis for set optimization problems with applications
• Stability in set-valued optimization problems using asymptotic analysis and epi-convergence
• Directional derivatives and subdifferentials for set-valued maps applied to set optimization
• scientific article; zbMATH DE number 7447384 (Why is no real title available?)
• A new topological framework and its application to well-posedness in set-valued optimization
• Lagrange multiplier rules for weakly minimal solutions of compact-valued set optimization problems
• New concepts of directional derivatives for set-valued maps and applications to set optimization
• A new scalarization approach and applications in set optimization
• Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
• Directional and approximate efficiency in set optimization
• Scalar representations and Hausdorff continuity of solution mappings to parametric set optimization problems via set less order relations
• Ekeland's variational principle for weighted set relation with set perturbation and application to game theory
• Well-posedness for set optimization problems involving set less relation via scalarization method
• Existence of solutions for set optimization problems with variable ordering structures
• An embedding result for a class of epigraphical sets and applications to set optimization
• Nonlinear scalarizations in set optimization with variable ordering structures and applications
• Quasi-Newton Method for Set Optimization Problems with Set-Valued Mapping Given by Finitely Many Vector-Valued Functions
• Convergence of solutions to set optimization problems with variable ordering structures
• A solution method for arbitrary polyhedral convex set optimization problems
• Directional derivatives in set optimization with the set order defined by Minkowski difference
• Vector optimization with Gaussian process bandits
• On the pointwise and global well-posedness for nonconvex set optimization problems
• A new order relation for set optimization problems on complete lattice structure
• Path-regularity and martingale properties of set-valued stochastic integrals
• Set optimization of set-valued risk measures

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