papers
Publications (3)
math.OC2011
Geometric Duality for Convex Vector Optimization Problems
Frank Heyde
q-fin.RM2010
Set-valued risk measures for conical market models
Andreas H. Hamel, Frank Heyde, Birgit Rudloff
math.OC2012
Continuity of Convex Set-valued Maps and a Fundamental Duality Formula for Set-valued Optimization
Frank Heyde, Carola Schrage