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  • Search: subject:"Set-valued analysis"
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Year of publication
Subject
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Set Valued Analysis 3 set valued analysis 3 Iterated Function Systems 2 Lyapunov functions 2 Mathematical programming 2 Mathematische Optimierung 2 Multifunctions 2 Theorie 2 Theory 2 Vector optimization 2 convex and set-valued analysis 2 input–to–state stability 2 invariance kernel 2 optimality conditions 2 set oriented numerics 2 Algorithm 1 Algorithms 1 Algorithmus 1 Convex Sets 1 Convex optimization 1 Dynamic programming 1 Dynamische Optimierung 1 IFS operators 1 Inner Product 1 Iterated function systems 1 Mixed-integer convex programming 1 Nonconvex nonsmooth optimization 1 Nonsmooth optimization 1 Numerical algorithms 1 Numerical optimization 1 Optimization under uncertainty 1 Portfolio selection 1 Portfolio-Management 1 Risk-averse multistage stochastic programs 1 Set-valued analysis 1 Stochastic optimization 1 Stochastic process 1 Stochastic programming 1 Stochastischer Prozess 1 convex optimization 1
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Online availability
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Undetermined 4 Free 3
Type of publication
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Book / Working Paper 7 Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 7 English 3
Author
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Torre, Davide La 3 Grüne, Lars 2 Jahn, Johannes 2 Mendivil, Franklin 2 Rauh, Rüdiger 2 Saint-Pierre, Patrick 2 Ackooij, Wim van 1 Barnsley, M. 1 Bellon, Antonio 1 Ebrahimi, M. 1 Henrion, Didier 1 Kungurtsev, Vyacheslav 1 MENDIVIL, Franklin 1 Mareček, Jakub 1 Oliveira, Welington de 1 TORRE, Davide LA 1 Vrscay, E.R. 1 Vrscay, Edward 1
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Institution
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 4 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
Published in...
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UNIMI - Research Papers in Economics, Business, and Statistics 3 Computational Statistics 1 Departmental Working Papers / Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Economics Papers from University Paris Dauphine 1 International Series in Operations Research & Management Science 1 Mathematical Methods of Operations Research 1 Mathematics of operations research 1 Open Access publications from Université Paris-Dauphine 1
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Source
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RePEc 8 ECONIS (ZBW) 2
Showing 1 - 10 of 10
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Parametric semidefinite programming : geometry of the trajectory of solutions
Bellon, Antonio; Henrion, Didier; Kungurtsev, Vyacheslav; … - In: Mathematics of operations research 50 (2025) 1, pp. 410-430
Persistent link: https://www.econbiz.de/10015211723
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Methods of Nonsmooth Optimization in Stochastic Programming : From Conceptual Algorithms to Real-World Applications
Ackooij, Wim van; Oliveira, Welington de - 2025
provide—whether they are global, local, stationary, or critical. The book begins by introducing fundamental tools from set-valued … analysis, optimization, and probability theory. It then transitions from deterministic to stochastic optimization, starting …
Persistent link: https://www.econbiz.de/10015401855
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A method of fractal coding for measure-valued images
Torre, Davide La; Vrscay, E.R.; Ebrahimi, M.; Barnsley, M. - Dipartimento di Economia, Management e Metodi … - 2006
Fractal image coding generally seeks to express an image as a union of spatially contracted and greyscale modified copies of subsets of itself. Generally, images are represented as functions u(x) and the fractal coding method is conducted in the framework of L2 or L1. Here we formulate a method...
Persistent link: https://www.econbiz.de/10009324434
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Iterated Function Systems on Multifunctions
Torre, Davide La; Vrscay, Edward; Mendivil, Franklin - Dipartimento di Economia, Management e Metodi … - 2006
We introduce a method of iterated function systems (IFS) over the space of set-valued mappings (multifunctions). This is done by first considering a couple of useful metrics over the space of multifunctions F(X,Y). Some appropriate IFS-type fractal transform operators T:F(X,Y)-F(X,Y) are then...
Persistent link: https://www.econbiz.de/10009324467
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Markov operators on multimeasures
Torre, Davide La; Mendivil, Franklin - Dipartimento di Economia, Management e Metodi … - 2006
In this paper, we study some IFS Markov operators on set-valued measures (multimeasures). For this, we consider countable additivity with respect to the Minkowski sum of compact and convex sets and countable additivity with respect to (the Hausdorff closure of) unions of compact sets. After...
Persistent link: https://www.econbiz.de/10009324474
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Iterated function systems on multifunctions and inverse problems
TORRE, Davide LA; MENDIVIL, Franklin - Dipartimento di Economia, Management e Metodi … - 2007
In this paper, we first consider the problem of defining IFS operators on the space Kc of non-empty compact and convex subsets of Rd. After defining a complete metric on Kc, we construct an IFS operator and show some properties. A notable feature is the definition of a type of weak inner product...
Persistent link: https://www.econbiz.de/10005007202
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Contingent epiderivatives and set-valued optimization
Jahn, Johannes; Rauh, Rüdiger - In: Mathematical Methods of Operations Research 46 (1997) 2, pp. 193-211
In this paper we introduce the concept of the contingent epiderivative for a set-valued map which modifies a notion introduced by Aubin [2] as upper contingent derivative. It is shown that this kind of a derivative has important properties and is one possible generalization of directional...
Persistent link: https://www.econbiz.de/10010999536
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Contingent epiderivatives and set-valued optimization
Jahn, Johannes; Rauh, Rüdiger - In: Computational Statistics 46 (1997) 2, pp. 193-211
In this paper we introduce the concept of the contingent epiderivative for a set-valued map which modifies a notion introduced by Aubin [2] as upper contingent derivative. It is shown that this kind of a derivative has important properties and is one possible generalization of directional...
Persistent link: https://www.econbiz.de/10010847494
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An invariance kernel representation of ISDS Lyapunov functions.
Saint-Pierre, Patrick; Grüne, Lars - Université Paris-Dauphine - 2006
We apply set valued analysis techniques in order to characterize the input-to-state dynamical stability (ISDS) property …
Persistent link: https://www.econbiz.de/10008799446
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An invariance kernel representation of ISDS Lyapunov functions
Saint-Pierre, Patrick; Grüne, Lars - Université Paris-Dauphine (Paris IX) - 2006
We apply set valued analysis techniques in order to characterize the input-to-state dynamical stability (ISDS) property …
Persistent link: https://www.econbiz.de/10011073616
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