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JOURNALS // Proceedings of the Institute of Mathematics of the NAS of Belarus // Archive

Tr. Inst. Mat., 2016 Volume 24, Number 1, Pages 9–18 (Mi timb253)

This article is cited in 1 paper

Postoptimal analysis for one vector venturesome investment problem

V. A. Emelichev, V. I. Mychkov

Belarusian State University

Abstract: Lower and upper attainable bounds are abtained for the stability radius of a vector venturesome Boolean problem of portfolio optimization with different Hölder's norms in the parameter spaces.

UDC: 519.8

Received: 14.01.2016



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