scientific article

zbMath1305.90301MaRDI QIDQ2874213

Vladimir Korotkov, Vladimir A. Emelichev

Publication date: 29 January 2014

Full work available at URL: http://www.math.md/publications/basm/issues/y2012-n3/11405/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stability radiusmulticriteria optimizationinvestment portfolioPareto-optimal portfolioWald's maximin effciency criteria

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Boolean programming (90C09)

Related Items (1)

Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria

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