On stability of multicriteria investment Boolean problem with Wald's efficiency criteria
zbMATH Open1308.90104MaRDI QIDQ5496505FDOQ5496505
Authors: V. A. Emelichev, V. V. Korotkov 
Publication date: 2 February 2015
Full work available at URL: http://www.math.md/publications/basm/issues/y2014-n1/11638/
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- scientific article; zbMATH DE number 6460029
multicriteria optimizationstability radiusinvestment portfolioPareto-optimal portfolioWald's maximin efficient criteria
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Sensitivity, stability, parametric optimization (90C31) Minimax problems in mathematical programming (90C47) Boolean programming (90C09)
Cited In (11)
- On type of stability of vector investment problem with Wald's criteria
- On radius of one stability type for a multicriteria investment problem with risk minimization
- Stability aspects of multicriteria integer linear programming problems
- On the stability measure of solutions to a vector version of an investment problem
- Postoptimal analysis of bicriteria Boolean problems of selecting investment projects with Wald's and Savage's criteria
- Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria
- On stability of a vector Boolean investment problem with Wald’s criteria
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- Investment Boolean problem with savage risk criteria under uncertainty
- Aspects of stability for multicriteria quadratic problems of Boolean programming
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