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This article is cited in 1 scientific paper (total 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.
Received: 14.01.2016
Citation:
V. A. Emelichev, V. I. Mychkov, “Postoptimal analysis for one vector venturesome investment problem”, Tr. Inst. Mat., 24:1 (2016), 9–18
Linking options:
https://www.mathnet.ru/eng/timb253 https://www.mathnet.ru/eng/timb/v24/i1/p9
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Abstract page: | 279 | Full-text PDF : | 81 | References: | 41 |
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