Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria

DOI10.17535/CRORR.2015.0016MaRDI QIDQ2966445zbMATH OpenOpenAlexFDO

Authors Yury Nikulin, V. V. Korotkov, V. A. Emelichev

Publication date 7 March 2017

Published in Croatian operational research review (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.17535/crorr.2015.0016

zbMATH Keywords

Pareto setstability radiusbicriteriainvestment portfolioportfolio risk

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Boolean programming (90C09)

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Cited in

(6)

• Bicriteria decision making and financial equilibrium: A variational inequality perspective
• On stability of a vector Boolean investment problem with Wald’s criteria
• scientific article; zbMATH DE number 7310183 (Why is no real title available?)
• Aspects of stability for multicriteria quadratic problems of Boolean programming
• Stability measures for multicriteria quadratic Boolean programming problem of finding extremum solutions
• scientific article; zbMATH DE number 2169231 (Why is no real title available?)

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