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Set optimization: A rather short introduction
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Set optimization: A rather short introduction

Andreas Heinrich Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff and Carola Schrage
Set Optimization and Applications: The State of the Art : From Set Relations to Set-Valued Risk Measures, Vol.151, pp.65-142
Springer Proceedings in Mathematics & Statistics, 151, Springer
SOmF 1; Set Optimization meets Finance (Wittenberg, 16/08/2012 - 19/08/2012)
2015
Handle:
https://hdl.handle.net/10863/10553

Abstract

Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems. Extensive sections with bibliographical comments summarize the state of the art. Applications to vector optimization and financial risk measures are discussed along with algorithmic approaches to set optimization problems.
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url
http://arxiv.org/pdf/1404.5928v2.pdfView

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