84 citations · 220 across the 19 of their papers we have counts for
20 papers
Multi-objective stochastic linear programming with recourse and flexible decision making
Andreas H. Hamel, Andreas Löhne
Optimal inventory leads to stochastic optimization problems where deterministic delivery decisions have to be made in advance of stochastic demand realizations. Similarly, risk dep…
Computation of quantile sets for bivariate data
Andreas H Hamel, Daniel Kostner
Algorithms are proposed for the computation of set-valued quantiles and the values of the lower cone distribution function for bivariate data sets. These new objects make data anal…
The inf-translation for solving set minimization problems
Andreas H Hamel, Frank Heyde, Daniela Visetti
Set- and vector-valued optimization problems can be re-formulated as complete lattice-valued problems. This has several advantages, one of which is the existence of a clear-cut sol…
Robust no arbitrage and the solvability of vector-valued utility maximization problems
Andreas H Hamel, Birgit Rudloff, Zhou Zhou
A market model with assets in discrete time is considered where trades are subject to proportional transaction costs given via bid-ask spreads, while the existence of a numèrai…
Monetary Measures of Risk
Andreas H Hamel
This survey gives an introduction to monetary measures of risk as monotone and cash additive functions on spaces of univariate random variables. Primal and dual representation resu…
Set Relations and Approximate Solutions in Set Optimization
Giovanni Crespi, Andreas H Hamel, Matteo Rocca +1
Via a family of monotone scalar functions, a preorder on a set is extended to its power set and then used to construct a hull operator and a corresponing complete lattice of sets.…