The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets
Author:
Publisher
Elsevier BV
Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference19 articles.
1. Nonscalarized multiobjective global optimization;Galperin;Journal of Optimization Theory and Applications,1992
2. Pareto analysis vis-à-vis balance space approach in multiobjective global optimization;Galperin;Journal of Optimization Theory and Applications,1997
3. Equilibria in markets with a Riesz space of commodities;Aliprantis;Journal of Mathematical Economics,1983
4. A note on the equivalence of balance points and Pareto solutions in multiple objective programming;Ehrgott;Journal of Optimization Theory and Applications,1997
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1. Sequential Arbitrage Measurements and Interest Rate Envelopes;Journal of Optimization Theory and Applications;2008-04-23
2. Set contraction algorithm for computingpareto set in nonconvex nonsmooth multiobjective optimization;Mathematical and Computer Modelling;2004-10
3. Balance set and Pareto solutions in linear space with application to ongoing optimal resource allocation, investment planning, production, and control problems with multiple objectives;Mathematical and Computer Modelling;2004-07
4. Stochastic measures of arbitrage;Top;2002-12
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