Analyzing Stability of Extreme Portfolios
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Cites work
- A general approach to studying the stability of a Pareto optimal solution of a vector integer linear programming problem
- A general approach to the calculation of stability radii for the max-cut problem with multiple criteria
- An investment problem under multicriteriality, uncertainty and risk
- Calculation of stability radii for combinatorial optimization problems
- Comparison of three approaches to studying stability of solutions to problems of discrete optimization and computational geometry
- Discrete optimization
- Estimating the stability radius of an optimal solution to the simple assembly line balancing problem
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 193053 (Why is no real title available?)
- scientific article; zbMATH DE number 3434895 (Why is no real title available?)
- Minimax and applications
- Multicriteria investment problem with Savage's risk criteria: theoretical aspects of stability and case study
- Multicriteria Optimization
- Nonlinear multiobjective optimization
- On necessary and sufficient conditions for stability and quasistability in combinatorial multicriteria optimization
- Quantitative stability analysis for vector problems of 0-1 programming
- Stability and accuracy functions in a coalition game with bans, linear payoffs and antagonistic strategies
- Stability and accuracy functions in multicriteria linear combinatorial optimization problems
- Stability and Regularization of Vector Problems of Integer Linear Programming
- Stability aspects of the traveling salesman problem based on \(k\)-best solutions
Cited in
(4)- Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality
- scientific article; zbMATH DE number 5589690 (Why is no real title available?)
- Stability analysis of portfolio management with conditional value-at-risk
- Investment Boolean problem with savage risk criteria under uncertainty
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