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JOURNALS // Prikladnaya Diskretnaya Matematika // Archive

Prikl. Diskr. Mat., 2014 Number 3(25), Pages 117–123 (Mi pdm464)

This article is cited 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

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.

UDC: 519.8



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