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dc.contributor.authorHamel, AH
dc.date.accessioned2015-06-18T12:45:44Z
dc.date.available2015-06-18T12:45:44Z
dc.date.issued2011
dc.identifier.issn0233-1934
dc.identifier.urihttp://dx.doi.org/10.1080/02331934.2010.534794
dc.identifier.urihttp://hdl.handle.net/10863/624
dc.description.abstractA duality theorem of the Fenchel-Rockafellar type for set-valued optimization problems is presented along with a result for the conjugate of the sum of two set-valued functions and a chain rule. The underlying solution concepts rely on order complete lattices of sets defined via set relations. Set-valued replacements for linear operators are used as dual variables, for example in order to define Fenchel conjugates for set-valued functions. An application to mathematical finance is given.en_US
dc.publisherTAYLOR & FRANCIS LTDen_US
dc.titleA Fenchel-Rockafellar duality theorem for set-valued optimizationen_US
dc.typeArticleen_US
dc.date.updated2014-09-25T13:23:53Z
dc.language.isiEN-GB
dc.journal.titleOptimization
dc.description.fulltextnoneen_US


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