Підписатись
Andreas Hamel
Andreas Hamel
Підтверджена електронна адреса в unibz.it
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Посилання
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Duality for set-valued measures of risk
AH Hamel, F Heyde
SIAM Journal on Financial Mathematics 1 (1), 66-95, 2010
1782010
Set-valued risk measures for conical market models
AH Hamel, F Heyde, B Rudloff
Mathematics and financial economics 5 (1), 1-28, 2011
1342011
Minimal element theorems and Ekeland's principle with set relations
AH Hamel, A Löhne
Journal of Nonlinear and Convex Analysis 7 (1), 19-37, 2006
1032006
Set optimization—a rather short introduction
AH Hamel, F Heyde, A Löhne, B Rudloff, C Schrage
Set Optimization and Applications-The State of the Art: From Set Relations …, 2015
1022015
Benson type algorithms for linear vector optimization and applications
AH Hamel, A Löhne, B Rudloff
Journal of Global Optimization 59, 811-836, 2014
892014
A duality theory for set-valued functions I: Fenchel conjugation theory
AH Hamel
Set-Valued and Variational Analysis 17, 153-182, 2009
852009
Variational principles on metric and uniform spaces
A Hamel
Halle (Saale), Univ., Habil.-Schr., 2005, 2005
832005
Set-valued average value at risk and its computation
AH Hamel, B Rudloff, M Yankova
Mathematics and Financial Economics 7, 229-246, 2013
732013
Equivalents to Ekeland's variational principle in uniform spaces
AH Hamel
Nonlinear Analysis: Theory, Methods & Applications 62 (5), 913-924, 2005
722005
Phelps’ lemma, Danes̆’drop theorem and Ekeland’s principle in locally convex spaces
A Hamel
Proceedings of the American Mathematical Society 131 (10), 3025-3038, 2003
622003
Remarks to an equivalent formulation of Ekeland’s variational principle
A Hamel
Optimization 31 (3), 233-238, 1994
561994
Translative sets and functions and their applications to risk measure theory and nonlinear separation
AH Hamel
Preprint series of IMPA, Rio de Janeiro 21, 2006
502006
An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces
A Hamel
Optimization 49 (1-2), 137-149, 2001
492001
Closing the duality gap in linear vector optimization
AH Hamel, F Heyde, A Lohne, C Tammer, K Winkler
Journal of Convex Analysis 11 (1), 163-178, 2004
422004
Directional derivatives, subdifferentials and optimality conditions for set-valued convex functions
AH Hamel, C Schrage
Pacific Journal of Optimization 10 (4), 667-689, 2014
34*2014
Cone distribution functions and quantiles for multivariate random variables
AH Hamel, D Kostner
Journal of Multivariate Analysis 167, 97-113, 2018
322018
Set-valued shortfall and divergence risk measures
Ç Ararat, AH Hamel, B Rudloff
International Journal of Theoretical and Applied Finance 20 (05), 1750026, 2017
322017
Set optimization and applications-the state of the art
AH Hamel, F Heyde, A Löhne, B Rudloff, C Schrage
Springer Proc. Math. Stat 151, 2015
322015
Minimal set theorems
A Hamel, A Löhne
Univ., Fachbereich Mathematik und Informatik, 2002
292002
Lagrange duality in set optimization
AH Hamel, A Löhne
Journal of Optimization Theory and Applications 161, 368-397, 2014
282014
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