Stability radius bounds for the lexicographic optimum of the vector Boolean problem with Savage's risk criteria

We consider a lexicographic Boolean problem of building an investor's portfolio of assets. The goal is to minimize risks using Savage's “bottleneck” (the worst-case regret) criteria. We obtained lower and upper attainable bounds for the stability radius of the lexicographic optimum of the problem in the case with octahedral metric $l_1$ in the portfolios space and Chebyshev metric $l_\infty$ in the risk and financial market conditions space. Bibliogr. 12.