On the stability measure of solutions to a vector version of an investment problem

DOI10.1134/S1990478915030047zbMath1349.90728MaRDI QIDQ3186820

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Publication date: 12 August 2016

Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)

zbMATH Keywords

Hölder normPareto setChebyshev normstability radius of the problemextreme optimism criterionvector investment problem

Mathematics Subject Classification ID

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

Related Items (7)

Unnamed Item ⋮ Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On the quasistability radius for a multicriteria integer linear programming problem of finding extremum solutions ⋮ Stability Aspects of Multicriteria Integer Linear Programming Problems ⋮ Investment Boolean problem with savage risk criteria under uncertainty

Cites Work

• Stability radius of a vector investment problem with Savage's minimax risk criteria
• Quantitative stability analysis for vector problems of 0-1 programming
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