Investment Boolean problem with savage risk criteria under uncertainty
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Publication:783113
DOI10.1515/DMA-2020-0015zbMATH Open1447.91156OpenAlexW3035554949MaRDI QIDQ783113FDOQ783113
Authors: Sergei E. Bukhtoyarov, V. A. Emelichev 
Publication date: 30 July 2020
Published in: Discrete Mathematics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dma-2020-0015
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risksmulticriterialitycollectively extremal setextreme portfolioinvestment Boolean problemstability radius of the problemHölder norm
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Cited In (5)
- Stability radius of a vector investment problem with Savage's minimax risk criteria
- Stability of the bicriteria Boolean investment problem subject to extreme optimism and pessimism criteria
- On a finding the guaranteed with respect to the cost function solution in the integer programming problem
- Analyzing Stability of Extreme Portfolios
- An investment problem under multicriteriality, uncertainty and risk
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