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Choosing sets: preface to the special issue on set optimization and applications

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  • Andreas H Hamel

    (Free University of Bozen-Bolzano)

  • Andreas Löhne

    (Friedrich Schiller University Jena)

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  • Andreas H Hamel & Andreas Löhne, 2020. "Choosing sets: preface to the special issue on set optimization and applications," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(1), pages 1-4, February.
    • Handle: RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-019-00700-x
    DOI: 10.1007/s00186-019-00700-x
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    References listed on IDEAS

    as
    1. Hamel, Andreas H. & Kostner, Daniel, 2018. "Cone distribution functions and quantiles for multivariate random variables," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 97-113.
    2. Kreps, David M, 1979. "A Representation Theorem for "Preference for Flexibility"," Econometrica, Econometric Society, vol. 47(3), pages 565-577, May.
    3. Anshuman Khare & Deborah Hurst (ed.), 2018. "On the Line," Springer Books, Springer, number 978-3-319-62776-2, October.
    4. repec:dau:papers:123456789/353 is not listed on IDEAS
    5. Frank Heyde & Andreas Löhne & Christiane Tammer, 2009. "Set-valued duality theory for multiple objective linear programs and application to mathematical finance," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(1), pages 159-179, March.
    6. Guang Ya Chen & Johannes Jahn, 1998. "Special issue on `Set-valued optimization': Editors' preface," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 48(2), pages 151-152, November.
    7. Y.M. Kabanov, 1999. "Hedging and liquidation under transaction costs in currency markets," Finance and Stochastics, Springer, vol. 3(2), pages 237-248.
    8. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November.
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    Cited by:

    1. Andreas H. Hamel & Frank Heyde, 2021. "Set-Valued T -Translative Functions and Their Applications in Finance," Mathematics, MDPI, vol. 9(18), pages 1-33, September.

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