Аннотация:
The strong stability radius of the multicriteria investment Boolean problem with the Savage risk criteria is investigated. The problem is to find the set of Pareto optimal portfolios. Upper and lower bounds of such a radius are derived for the case where different Hölder metrics are defined in the three problem parameters spaces.
Ключевые слова и фразы:multicriteria optimization, Savage's risk criteria, set of Pareto optimal portfolios, strong stability radius, Hölder metric.