Random optimization on random sets

Lepinette, E

Lepinette, E (reprint author), Paris Dauphine Univ, CEREMADE, PSL Natl Res, Pl Marechal Lattre Tassigny, F-75775 Paris 16, France.; Lepinette, E (reprint author), Fac Sci Tunis, Gosaef, Manar 2, Tunis, Tunisia.

MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 0; ():

Abstract

Random sets and random preorders naturally appear in financial market modeling with transaction costs. In this paper, we introduce and study a concept......

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