Search Results - subject:"Set optimization"

A set optimization approach to utility maximization under transaction costs

Hamel, Andreas; Calder-Wang, Sophie - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 257-275

Persistent link: https://www.econbiz.de/10011997740

A unified approach to uncertain optimization

Klamroth, Kathrin; Köbis, Elisabeth; Schöbel, Anita; … - In: European journal of operational research : EJOR 260 (2017) 2, pp. 403-420

Persistent link: https://www.econbiz.de/10011698569

Set-valued shortfall and divergence risk measures

Ararat, Çağin; Hamel, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-48

Persistent link: https://www.econbiz.de/10011733939

Approximate Lagrangian duality and saddle point optimality in set optimization

Lalitha, C. S.; Dhingra, Mansi - In: RAIRO / Operations research 51 (2017) 3, pp. 819-831

Persistent link: https://www.econbiz.de/10011858840

On the solution continuity of parametric set optimization problems

Xu, Y.D.; Li, S.J. - In: Mathematical methods of operations research 84 (2016) 1, pp. 223-237

Persistent link: https://www.econbiz.de/10011673518

A derivative-free descent method in set optimization

Jahn, Johannes - In: Computational Optimization and Applications 60 (2015) 2, pp. 393-411

Based on a vectorization result in set optimization with respect to the set less order relation, this paper shows how … new derivative-free descent method for the solution of set optimization problems is given together with numerical results …

Persistent link: https://www.econbiz.de/10011241269

Pointwise well-posedness and scalarization in set optimization

Khoshkhabar-amiranloo, S.; Khorram, E. - In: Mathematical methods of operations research 82 (2015) 2, pp. 195-210

Persistent link: https://www.econbiz.de/10011374625