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ЖУРНАЛЫ // Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica // Архив

Bul. Acad. Ştiinţe Repub. Mold. Mat., 2021, номер 3, страницы 36–49 (Mi basm557)

Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality

Vladimir A. Emelicheva, Yury V. Nikulinb

a Belarusian State University, ave. Independence, 4, Minsk 220030, Belarus
b University of Turku, Vesilinnantie 5, Turku 20014, Finland

Аннотация: A multicriteria investment Boolean problem of minimizing lost profits with parameterized efficiency and different types of risks is formulated. The lower and upper bounds on the radius of the strong stability of efficient portfolios are obtained. Several earlier known results regarding strong stability of Pareto efficient and extreme portfolios are confirmed.

Ключевые слова и фразы: multiobjective problem, investment, Pareto set, a set of extreme solutions, strong stability, Hölder's norms.

MSC: 90C10, 90C29

Поступила в редакцию: 01.09.2021

Язык публикации: английский



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