84 citations · 220 across the 19 of their papers we have counts for
4 papers · 1 filter
Set optimization - a rather short introduction
Andreas H. Hamel, Frank Heyde, Andreas Löhne +2
Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valu…
Set-valued shortfall and divergence risk measures
Çağın Ararat, Andreas H. Hamel, Birgit Rudloff
Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures…
Complete Duality for Quasiconvex and Convex Set-Valued Functions
Samuel Drapeau, Andreas H. Hamel, Michael Kupper
This paper provides an unique dual representation of set-valued lower semi-continuous quasiconvex and convex functions. The results are based on a duality result for increasing set…
A Minty variational principle for set optimization
Giovanni P. Crespi, Andreas H. Hamel, Carola Schrage
Extremal problems are studied involving an objective function with values in (order) complete lattices of sets generated by so called set relations. Contrary to the popular paradig…