Lagrange Duality in Set Optimization
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DOI: 10.1007/s10957-013-0431-4
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References listed on IDEAS
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- Andreas H. Hamel & Birgit Rudloff & Mihaela Yankova, 2012. "Set-valued average value at risk and its computation," Papers 1202.5702, arXiv.org, revised Jan 2013.
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Cited by:
- Robert Bassett & Khoa Le, 2016. "Multistage Portfolio Optimization: A Duality Result in Conic Market Models," Papers 1601.00712, arXiv.org, revised Jan 2016.
- Weixuan Xia, 2023. "Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences," Papers 2312.00266, arXiv.org.
- Fernando García-Castaño & Miguel Ángel Melguizo-Padial, 2022. "Lagrange Multipliers, Duality, and Sensitivity in Set-Valued Convex Programming via Pointed Processes," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 1052-1066, March.
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Keywords
Set optimization; Lagrangian; Set relation; Convex duality; Complete lattice; Saddle points; Risk measures;All these keywords.
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