19 citations · 39 across the 7 of their papers we have counts for
5 papers · 1 filter
A new view on risk measures associated with acceptance sets
Marcel Marohn, Christiane Tammer
In this paper, we study properties of certain risk measures associated with acceptance sets. These sets describe regulatory preconditions that have to be fulfilled by financial ins…
The Fermat Rule for Set Optimization Problems with Lipschitzian Set-Valued Mappings
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer +1
In this paper, we consider set optimization problems where the solution concept is given by the set approach. Specifically, we deal with the lower less and the upper less set relat…
A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer
In this paper, we study a first order solution method for a particular class of set optimization problems where the solution concept is given by the set approach. We consider the c…
A Unified Characterization of Nonlinear Scalarizing Functionals in Optimization
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer
Over the years, several classes of scalarization techniques in optimization have been introduced and employed in deriving separation theorems, optimality conditions and algorithms.…
Vector Optimization with Domination Structures: Variational Principles and Applications
Truong Q. Bao, Boris S. Mordukhovich, Antoine Soubeyran +1
This paper addresses a large class of vector optimization problems in infinite-dimensional spaces with respect to two important binary relations derived from domination structures.…