V. A. Emelichev, E. V. Ustilko, “Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria”, Prikl. Diskr. Mat., 2014, no. 3(25), 117

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Prikladnaya Diskretnaya Matematika, 2014, Number 3(25), Pages 117–123 (Mi pdm464)

This article is cited in 5 scientific papers (total in 5 papers)

Discrete Models for Real Processes

Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria

V. A. Emelichev, E. V. Ustilko

Belarusian State University, Minsk, Belarus

Full-text PDF (528 kB) Citations (5)

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Abstract: For the stability radius of the multicriteria investment Boolean problem with the extreme optimism criteria, some lower and upper bounds are obtained in the case of the Hölder metric in the criteria and financial market state space and the Chebyshev metric in the portfolio space.

Keywords: multicriteria investment problem, extreme optimism criterion, Pareto set, stability radius of problem, the Hölder metric, the Chebyshev metric.

Document Type: Article

UDC: 519.8

Language: Russian

Citation: V. A. Emelichev, E. V. Ustilko, “Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria”, Prikl. Diskr. Mat., 2014, no. 3(25), 117–123

Citation in format AMSBIB

\Bibitem{EmeUst14}

\by V.~A.~Emelichev, E.~V.~Ustilko

\paper Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria

\jour Prikl. Diskr. Mat.

\yr 2014

\issue 3(25)

\pages 117--123

\mathnet{http://mi.mathnet.ru/pdm464}

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https://www.mathnet.ru/eng/pdm464

https://www.mathnet.ru/eng/pdm/y2014/i3/p117

This publication is cited in the following 5 articles:

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