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Diskretn. Anal. Issled. Oper., 2015, Volume 22, Number 2, Pages 5–16 (Mi da809)  

This article is cited in 3 scientific papers (total in 3 papers)

On stability of solutions of a vector variant of one investment problem

S. E. Bukhtoyarov, V. A. Emelichev

1Belarusian State University, 4 Nezavisimosti Ave., 220030 Minsk, Belarus

Abstract: The vector Boolean problem of portfolio optimization with extreme optimism criteria and Pareto optimality principle is considered. Upper and lower bounds of stability radius are given with an arbitrary Hölder metric in the space of investment projects and in the space of factors of projects economical efficiency and with the Chebyshev metric in the space of financial market states. Bibliogr. 10.

Keywords: vector investment problem, extreme optimism criteria, Pareto set, stability radius of a problem, Hölder norm, Chebyshev norm.

DOI: https://doi.org/10.17377/daio.2015.22.467

Full text: PDF file (282 kB)
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English version:
Journal of Applied and Industrial Mathematics, 2015, 9:3, 328–334

Bibliographic databases:

UDC: 519.17
Received: 15.11.2014

Citation: S. E. Bukhtoyarov, V. A. Emelichev, “On stability of solutions of a vector variant of one investment problem”, Diskretn. Anal. Issled. Oper., 22:2 (2015), 5–16; J. Appl. Industr. Math., 9:3 (2015), 328–334

Citation in format AMSBIB
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\by S.~E.~Bukhtoyarov, V.~A.~Emelichev
\paper On stability of solutions of a~vector variant of one investment problem
\jour Diskretn. Anal. Issled. Oper.
\yr 2015
\vol 22
\issue 2
\pages 5--16
\mathnet{http://mi.mathnet.ru/da809}
\crossref{https://doi.org/10.17377/daio.2015.22.467}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3444474}
\elib{http://elibrary.ru/item.asp?id=23134003}
\transl
\jour J. Appl. Industr. Math.
\yr 2015
\vol 9
\issue 3
\pages 328--334
\crossref{https://doi.org/10.1134/S1990478915030047}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. Vladimir A. Emelichev, Kirill G. Kuzmin, Vadim I. Mychkov, “Estimates of stability radius of multicriteria Boolean problem with Hölder metrics in parameter spaces”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2015, no. 2, 74–81  mathnet
    2. V. Emelichev, Yu. Nikulin, V. Korotkov, “Stapility analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria”, Comput. Sci. J. Mold., 25:3 (2017), 303–328  mathscinet  zmath  isi
    3. S. E. Bukhtoyarov, V. A. Emelichev, “Stability aspects of multicriteria integer linear programming problems”, J. Appl. Industr. Math., 13:1 (2019), 22–29  mathnet  crossref  crossref
  • Дискретный анализ и исследование операций
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