Frank Heyde

发表

Duality for Set-Valued Measures of Risk

Andreas H. Hamel, Frank Heyde, A. Hamel, 2010, SIAM J. Financial Math..

Geometric Duality in Multiple Objective Linear Programming

Andreas Löhne, Frank Heyde, F. Heyde, 2008, SIAM J. Optim..

Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems

Christiane Tammer, Wilfried Grecksch, Frank Heyde, 2001, Math. Methods Oper. Res..

Set-valued duality theory for multiple objective linear programs and application to mathematical finance

Christiane Tammer, Andreas Löhne, Frank Heyde, 2009, Math. Methods Oper. Res..

Set Optimization and Applications - The State of the Art

Andreas H. Hamel, Andreas Löhne, Carola Schrage, 2015 .

Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem

Christiane Tammer, Wilfried Grecksch, Frank Heyde, 2000, Monte Carlo Methods Appl..

The inf-translation for solving set minimization problems

Frank Heyde, Andreas H Hamel, Daniela Visetti, 2020 .

Set-valued risk measures for conical market models

Andreas H. Hamel, Birgit Rudloff, Frank Heyde, 2010, 1011.5986.

Solution concepts in vector optimization: a fresh look at an old story

Andreas Löhne, Frank Heyde, 2011 .

Closing the Duality Gap in Linear Vector Optimization

Andreas H. Hamel, Frank Heyde, Kristin Winkler, 2004 .

Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization

Carola Schrage, Frank Heyde, 2013 .

The Attainment of the Solution of the Dual Program in Vertices for Vectorial Linear Programs

Christiane Tammer, Frank Heyde, C. Tammer, 2009 .

Credit Default Swaps and the Stability of the Banking Sector

Frank Heyde, Ulrike Neyer, 2010 .

Geometric Duality for Convex Vector Optimization Problems

Frank Heyde, F. Heyde, 2011, 1109.3592.

A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems

G. Isac, Frank Heyde, G. Isac, 2003 .