The following pages link to Frank Heyde (Q1014297):
Displaying 17 items.
- Set-valued duality theory for multiple objective linear programs and application to mathematical finance (Q1014298) (← links)
- (Q1397024) (redirect page) (← links)
- Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems (Q1397025) (← links)
- Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization (Q1759940) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem (Q2706994) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- Geometric Duality for Convex Vector Optimization Problems (Q2850733) (← links)
- Solution concepts in vector optimization: a fresh look at an old story (Q3111144) (← links)
- Duality for Set-Valued Measures of Risk (Q3402360) (← links)
- (Q3437862) (← links)
- Geometric Duality in Multiple Objective Linear Programming (Q3629523) (← links)
- The Attainment of the Solution of the Dual Program in Vertices for Vectorial Linear Programs (Q3649586) (← links)
- A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems (Q4430667) (← links)
- (Q4669350) (← links)
- (Q4821581) (← links)
- (Q5045846) (← links)
