Set-valued duality theory for multiple objective linear programs and application to mathematical finance
type: Item
instance of: scholarly article
title: Set-valued duality theory for multiple objective linear programs and application to mathematical finance
zbMATH Open document ID: 1191.90055
author: Frank Heyde
author: Andreas Löhne
author: Chr. Tammer
published in: Mathematical Methods of Operations Research
publication date: 2009-04-27T00:00:00Z
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C46
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5547519
zbMATH Keywords: multiobjective optimization
zbMATH Keywords: duality
zbMATH Keywords: infimal set
zbMATH Keywords: attainment in vertices
zbMATH Keywords: Markowitz model
MaRDI profile type: Publication
full work available at URL: s00186-008-0216-y
OpenAlex ID: W2160987576
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DOI: 10.1007/S00186-008-0216-Y
description: scientific article; zbMATH DE number 5547519