{"product_id":"9783662486689","title":"Springer Proceedings in Mathematics \u0026 Statistics: From Set Relations to Set-Valued Risk Measures","description":"\u003ch1\u003eSpringer Proceedings in Mathematics \u0026amp; Statistics: From Set Relations to Set-Valued Risk Measures\u003c\/h1\u003e \u003ch2\u003eHamel, Andreas H; Heyde, Frank; Löhne, Andreas; Rudloff, Birgit; Schrage, Carola\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis volume presents five surveys with extensive\nbibliographies and six original contributions on set optimization and its applications\nin mathematical finance and game theory. The topics range from more\nconventional approaches that look for minimal\/maximal elements with respect to\nvector orders or set relations, to the new complete-lattice approach that\ncomprises a coherent solution concept for set optimization problems, along with\nexistence results, duality theorems, optimality conditions, variational\ninequalities and theoretical foundations for algorithms. Modern approaches to\nscalarization methods can be found as well as a fundamental contribution to conditional\nanalysis. The theory is tailor-made for financial applications, in particular risk\nevaluation and [super-]hedging for market models with transaction costs, but it\nalso provides a refreshing new perspective on vector optimization. There is no\ncomparable volume on the market, making the book an invaluable resource for\nresearchers working in vector optimization and multi-criteria decision-making, mathematical\nfinance and economics as well as [set-valued] variational analysis.\u003c\/p\u003e\u003cp\u003e  \u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2015-11-22\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783662486689\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-662-48670-2\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 331\u003c\/p\u003e ","brand":"Springer Berlin Heidelberg","offers":[{"title":"Default Title","offer_id":45605611241612,"sku":"9783662486689","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783662486689.jpg?v=1775819840","url":"https:\/\/lateknightbooks.com\/products\/9783662486689","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}