Investment Boolean problem with savage risk criteria under uncertainty

DOI10.1515/DMA-2020-0015zbMath1447.91156OpenAlexW3035554949MaRDI QIDQ783113

Vladimir A. Emelichev, Sergei E. Bukhtoyarov

Publication date: 30 July 2020

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2020-0015

zbMATH Keywords

Hölder normrisksmulticriterialitycollectively extremal setextreme portfolioinvestment Boolean problemstability radius of the problem

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multicriterial investment problem in conditions of uncertainty and risk
• Stability radius of a vector investment problem with Savage's minimax risk criteria
• Different types of stability of vector integer optimization problem: General approach
• Stability aspects of the traveling salesman problem based on \(k\)-best solutions
• On the complexity of postoptimality analysis of \(0/1\) programs
• Calculation of stability radii for combinatorial optimization problems
• Stability in the combinatorial vector optimization problems
• Some concepts of stability analysis in combinatorial optimization
• Minimax and applications
• On the calculation of stability radius for multi-objective combinatorial optimization problems by inverse optimization
• Balancing of simple assembly lines under variations of task processing times
• Quantitative stability analysis for vector problems of 0-1 programming
• Stability of vector problems of integer optimization: relationship with the stability of sets of optimal and nonoptimal solutions
• On the stability measure of solutions to a vector version of an investment problem
• Comparison of three approaches to studying stability of solutions to problems of discrete optimization and computational geometry
• Stability and Regularization of Vector Problems of Integer Linear Programming
• On stability of a vector Boolean investment problem with Wald’s criteria
• Discrete optimization
• Estimating the stability radius of the vector MAX-CUT problem
• A general approach to studying the stability of a Pareto optimal solution of a vector integer linear programming problem

This page was built for publication: Investment Boolean problem with savage risk criteria under uncertainty