Pages that link to "Item:Q833019"

The following pages link to A duality theory for set-valued functions. I: Fenchel conjugation theory (Q833019):

Displaying 45 items.

• Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
• On generalized Fenchel-Moreau theorem and second-order characterization for convex vector functions (Q402526) (← links)
• A Minty variational principle for set optimization (Q465450) (← links)
• Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
• Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
• Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
• Regulator-based risk statistics for portfolios (Q782118) (← links)
• Applying set optimization to weak efficiency (Q828871) (← links)
• Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
• Vector topical function, abstract convexity and image space analysis (Q1670127) (← links)
• Set-valued loss-based risk measures (Q1670444) (← links)
• A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
• Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
• Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
• Set-valued risk measures for conical market models (Q1938960) (← links)
• Nonlinear expectations of random sets (Q2022754) (← links)
• Time consistency for scalar multivariate risk measures (Q2076040) (← links)
• Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes (Q2116620) (← links)
• Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
• Set-valued evenly convex functions: characterizations and C-conjugacy (Q2158823) (← links)
• Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
• Lagrange duality in set optimization (Q2247892) (← links)
• Acceptability indexes for portfolio vectors (Q2298184) (← links)
• A characterization theorem for Aumann integrals (Q2346266) (← links)
• Set-valued risk statistics with scenario analysis (Q2406800) (← links)
• The existence of contingent epiderivative for a set-valued mapping and vector variational-like inequalities (Q2437665) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• Set Optimization Meets Variational Inequalities (Q2805758) (← links)
• Solution concepts in vector optimization: a fresh look at an old story (Q3111144) (← links)
• A Fenchel–Rockafellar duality theorem for set-valued optimization (Q3112501) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• An algorithm to solve polyhedral convex set optimization problems (Q4916312) (← links)
• Lagrange duality, stability and subdifferentials in vector optimization (Q4916328) (← links)
• A Fenchel-Moreau theorem for $\bar L^0$-valued functions (Q4967852) (← links)
• Scalar representation and conjugation of set-valued functions (Q4981853) (← links)
• Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization (Q4991680) (← links)
• SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
• Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
• CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
• A set-valued Lagrange theorem based on a process for convex vector programming (Q5238195) (← links)
• SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
• Systemic risk statistics with scenario analysis (Q5866094) (← links)