Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Year of publication: |
2009
|
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Authors: | Heyde, Frank ; Löhne, Andreas ; Tammer, Christiane |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 69.2009, 1, p. 159-179
|
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Finanzmathematik | Mathematical finance | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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