scientific article; zbMATH DE number 6393859
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Publication:5496505
zbMath1308.90104MaRDI QIDQ5496505
Vladimir Korotkov, Vladimir A. Emelichev
Publication date: 2 February 2015
Full work available at URL: http://www.math.md/publications/basm/issues/y2014-n1/11638/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stability radiusmulticriteria optimizationinvestment portfolioPareto-optimal portfolioWald's maximin efficient criteria
Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Boolean programming (90C09) Portfolio theory (91G10)
Related Items (5)
Unnamed Item ⋮ On the stability measure of solutions to a vector version of an investment problem ⋮ Unnamed Item ⋮ Stability Aspects of Multicriteria Integer Linear Programming Problems ⋮ Investment Boolean problem with savage risk criteria under uncertainty
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