Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 67,23
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Aggiungi al carrelloPaperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days. 185.
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 61,43
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 63,27
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 63,99
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EUR 73,54
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EUR 76,25
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Aggiungi al carrelloCondizione: New. 1st edition NO-PA16APR2015-KAP.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 67,21
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EUR 77,43
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Da: Chiron Media, Wallingford, Regno Unito
EUR 69,81
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Da: Revaluation Books, Exeter, Regno Unito
EUR 92,83
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Aggiungi al carrelloPaperback. Condizione: Brand New. 348 pages. 9.25x6.14x1.02 inches. In Stock.
Editore: Springer Berlin Heidelberg, 2005
ISBN 10: 3540212892 ISBN 13: 9783540212898
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 106,99
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Vector optimization model has found many important applications in decision making problems such as those in economics theory, management science, and engineering design (since the introduction of the Pareto optimal solu tion in 1896). Typical examples of vector optimization model include maxi mization/minimization of the objective pairs (time, cost), (benefit, cost), and (mean, variance) etc. Many practical equilibrium problems can be formulated as variational in equality problems, rather than optimization problems, unless further assump tions are imposed. The vector variational inequality was introduced by Gi- nessi (1980). Extensive research on its relations with vector optimization, the existence of a solution and duality theory has been pursued. The fundamental idea of the Ekeland's variational principle is to assign an optimization problem a slightly perturbed one having a unique solution which is at the same time an approximate solution of the original problem. This principle has been an important tool for nonlinear analysis and optimization theory. Along with the development of vector optimization and set-valued optimization, the vector variational principle introduced by Nemeth (1980) has been an interesting topic in the last decade. Fan Ky's minimax theorems and minimax inequalities for real-valued func tions have played a key role in optimization theory, game theory and math ematical economics. An extension was proposed to vector payoffs was intro duced by Blackwell (1955).
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 119,28
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Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 104,96
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 199,79
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Da: Chiron Media, Wallingford, Regno Unito
EUR 196,75
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Aggiungi al carrelloHardcover. Condizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 218,30
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 219,59
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 219,73
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EUR 230,25
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EUR 245,18
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EUR 255,10
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EUR 217,28
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Editore: Taylor & Francis Ltd, London, 2019
ISBN 10: 1138037265 ISBN 13: 9781138037267
Lingua: Inglese
Da: Grand Eagle Retail, Fairfield, OH, U.S.A.
EUR 220,68
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Aggiungi al carrelloHardcover. Condizione: new. Hardcover. This book contains the latest advances in variational analysis and set / vector optimization, including uncertain optimization, optimal control and bilevel optimization. Recent developments concerning scalarization techniques, necessary and sufficient optimality conditions and duality statements are given. New numerical methods for efficiently solving set optimization problems are provided. Moreover, applications in economics, finance and risk theory are discussed.SummaryThe objective of this book is to present advances in different areas of variational analysis and set optimization, especially uncertain optimization, optimal control and bilevel optimization. Uncertain optimization problems will be approached from both a stochastic as well as a robust point of view. This leads to different interpretations of the solutions, which widens the choices for a decision-maker given his preferences. Recent developments regarding linear and nonlinear scalarization techniques with solid and nonsolid ordering cones for solving set optimization problems are discussed in this book. These results are useful for deriving optimality conditions for set and vector optimization problems. Consequently, necessary and sufficient optimality conditions are presented within this book, both in terms of scalarization as well as generalized derivatives. Moreover, an overview of existing duality statements and new duality assertions is given. The book also addresses the field of variable domination structures in vector and set optimization. Including variable ordering cones is especially important in applications such as medical image registration with uncertainties.This book covers a wide range of applications of set optimization. These range from finance, investment, insurance, control theory, economics to risk theory. As uncertain multi-objective optimization, especially robust approaches, lead to set optimization, one main focus of this book is uncertain optimization. Important recent developments concerning numerical methods for solving set optimization problems sufficiently fast are main features of this book. These are illustrated by various examples as well as easy-to-follow-steps in order to facilitate the decision process for users. Simple techniques aimed at practitioners working in the fields of mathematical programming, finance and portfolio selection are presented. These will help in the decision-making process, as well as give an overview of nondominated solutions to choose from. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: Revaluation Books, Exeter, Regno Unito
EUR 321,00
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Aggiungi al carrelloHardcover. Condizione: Brand New. 324 pages. 9.25x6.25x0.75 inches. In Stock.
Editore: Taylor & Francis Ltd, London, 2019
ISBN 10: 1138037265 ISBN 13: 9781138037267
Lingua: Inglese
Da: AussieBookSeller, Truganina, VIC, Australia
EUR 319,37
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: new. Hardcover. This book contains the latest advances in variational analysis and set / vector optimization, including uncertain optimization, optimal control and bilevel optimization. Recent developments concerning scalarization techniques, necessary and sufficient optimality conditions and duality statements are given. New numerical methods for efficiently solving set optimization problems are provided. Moreover, applications in economics, finance and risk theory are discussed.SummaryThe objective of this book is to present advances in different areas of variational analysis and set optimization, especially uncertain optimization, optimal control and bilevel optimization. Uncertain optimization problems will be approached from both a stochastic as well as a robust point of view. This leads to different interpretations of the solutions, which widens the choices for a decision-maker given his preferences. Recent developments regarding linear and nonlinear scalarization techniques with solid and nonsolid ordering cones for solving set optimization problems are discussed in this book. These results are useful for deriving optimality conditions for set and vector optimization problems. Consequently, necessary and sufficient optimality conditions are presented within this book, both in terms of scalarization as well as generalized derivatives. Moreover, an overview of existing duality statements and new duality assertions is given. The book also addresses the field of variable domination structures in vector and set optimization. Including variable ordering cones is especially important in applications such as medical image registration with uncertainties.This book covers a wide range of applications of set optimization. These range from finance, investment, insurance, control theory, economics to risk theory. As uncertain multi-objective optimization, especially robust approaches, lead to set optimization, one main focus of this book is uncertain optimization. Important recent developments concerning numerical methods for solving set optimization problems sufficiently fast are main features of this book. These are illustrated by various examples as well as easy-to-follow-steps in order to facilitate the decision process for users. Simple techniques aimed at practitioners working in the fields of mathematical programming, finance and portfolio selection are presented. These will help in the decision-making process, as well as give an overview of nondominated solutions to choose from. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.