Estimates for the radius of stability for the lexicographic optimum of the vector Boolean problem with Savage's risk criteria (Q3115256)
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scientific article; zbMATH DE number 6007894
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| English | Estimates for the radius of stability for the lexicographic optimum of the vector Boolean problem with Savage's risk criteria |
scientific article; zbMATH DE number 6007894 |
Statements
20 February 2012
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vector Boolean problem
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portfolio optimization
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minimax problem
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lexicographic optimum
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Savage risk criteria
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perturbation matrix
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stability radius
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0.8769696950912476
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0.8642960786819458
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0.8583886027336121
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0.8536809086799622
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0.847028911113739
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