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Advances in Mathematical Economics
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Advances in Mathematical Economics

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Weak compactness and convergences in LE'1[E].- Abstract convexity and non-smooth analysis.- Recursive method in stochastic optimization under compound criteria.- On law invariant coherent risk measures.- The Monge-Kantorovich problems and stochastic preference relations.

Oktober 2013, ca. 136 Seiten, Advances in Mathematical Economics, Bd. 3, Englisch
Springer
978-4-431-65937-2

Weitere Titel der Reihe: Advances in Mathematical Economics

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