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

MaRDI QIDQ3115256zbMATH OpenFDO

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

Publication date 20 February 2012

zbMATH Keywords

portfolio optimizationstability radiusminimax problemvector Boolean problemperturbation matrixlexicographic optimumSavage risk criteria

Mathematics Subject Classification ID

Boolean programming (90C09)

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Cited in

(3)

• scientific article; zbMATH DE number 7310183 (Why is no real title available?)
• 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

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