EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Convex vector optimization"
Narrow search

Narrow search

Year of publication
Subject
All
Ioffe subdifferential 2 Lagrangian conditions 2 Mordukhovich subdifferential 2 Non-convex vector optimization 2 Certainty equivalent 1 Convex vector optimization 1 Erwartungsnutzen 1 Expected utility 1 Incomplete market 1 Incomplete preferences 1 Indifference price bounds 1 Mathematical programming 1 Mathematische Optimierung 1 Nutzen 1 Nutzenfunktion 1 Portfolio selection 1 Portfolio-Management 1 Präferenztheorie 1 Theory of preferences 1 Unvollkommener Markt 1 Utility 1 Utility function 1 Utility maximization 1
more ... less ...
Online availability
All
Undetermined 3
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 2 English 1
Author
All
Dutta, Joydeep 2 Tammer, Christiane 2 Rudloff, Birgit 1 Ulus, Firdevs 1
Published in...
All
Computational Statistics 1 Mathematical Methods of Operations Research 1 Mathematics and financial economics 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit; Ulus, Firdevs - In: Mathematics and financial economics 15 (2021) 2, pp. 397-430
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012500037
Saved in:
Cover Image
Lagrangian conditions for vector optimization in Banach spaces
Dutta, Joydeep; Tammer, Christiane - In: Mathematical Methods of Operations Research 64 (2006) 3, pp. 521-540
We consider vector optimization problems on Banach spaces without convexity assumptions. Under the assumption that the objective function is locally Lipschitz we derive Lagrangian necessary conditions on the basis of Mordukhovich subdifferential and the approximate subdifferential by Ioffe using...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010950191
Saved in:
Cover Image
Lagrangian conditions for vector optimization in Banach spaces
Dutta, Joydeep; Tammer, Christiane - In: Computational Statistics 64 (2006) 3, pp. 521-540
We consider vector optimization problems on Banach spaces without convexity assumptions. Under the assumption that the objective function is locally Lipschitz we derive Lagrangian necessary conditions on the basis of Mordukhovich subdifferential and the approximate subdifferential by Ioffe using...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010759396
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...