Estimates for the radius of stability for the lexicographic optimum of the vector Boolean problem with Savage's risk criteria

zbMATH Open1249.90163MaRDI QIDQ3115256FDOQ3115256

Authors: V. A. Emelichev, V. V. Korotkov 

Publication date: 20 February 2012

Recommendations

• Stability radius of a vector investment problem with Savage's minimax risk criteria
• On the stability radius of an efficient solution of a multicriteria portfolio optimisation problem with the Savage criteria
• On stability radius of the multicriteria variant of Markowitz's investment portfolio problem
• On stability of Pareto-optimal solution of portfolio optimization problem with Savage's minimax risk criteria
• Stability radius of a lexicographic optimum of a vector problem of Boolean programming

zbMATH Keywords

portfolio optimizationstability radiusminimax problemvector Boolean problemperturbation matrixlexicographic optimumSavage risk criteria

Mathematics Subject Classification ID

Boolean programming (90C09)

Cited In (3)

• On type of stability of vector investment problem with Wald's criteria
• Stability radius of a lexicographic optimum of a vector problem of Boolean programming
• Title not available (Why is that?)

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