𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Duality for Set-Valued Measures of Risk

✍ Scribed by Hamel, Andreas H.; Heyde, Frank


Book ID
118054777
Publisher
Society for Industrial and Applied Mathematics
Year
2010
Tongue
English
Weight
403 KB
Volume
1
Category
Article
ISSN
1945-497X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Lagrangian Duality for Preinvex Set-Valu
✍ Davinder Bhatia; Aparna Mehra πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 198 KB

In this paper, generalizing the concept of cone convexity, we have defined cone preinvexity for set-valued functions and given an example in support of this generalization. A Farkas᎐Minkowski type theorem has been proved for these functions. A Lagrangian type dual has been defined for a fractional p

Duality for Vector Optimization of Set-V
✍ Wen Song πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 164 KB

In this note, a general cone separation theorem between two subsets of image space is presented. With the aid of this, optimality conditions and duality for vector optimization of set-valued functions in locally convex spaces are discussed.