Geodesic
On stability of multicriteria investment Boolean problem with Wald's efficiency criteria
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2014), pp. 3-13

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Based on Markowitz's portfolio theory we construct the multicriteria Boolean problem with Wald's maximin efficiency criteria and the Pareto-optimality principle. We obtained lower and upper attainable bounds for the stability radius of the problem in the cases of linear metric $l_1$ in the portfolio and the market state spaces and of the Chebyshev metric $l_\infty$ in the criteria space. 
@article{BASM_2014_1_a0,
     author = {Vladimir Emelichev and Vladimir Korotkov},
     title = {On stability of multicriteria investment {Boolean} problem with {Wald's} efficiency criteria},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {3--13},
     publisher = {mathdoc},
     number = {1},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/BASM_2014_1_a0/}
}
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Vladimir Emelichev; Vladimir Korotkov. On stability of multicriteria investment Boolean problem with Wald's efficiency criteria. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2014), pp. 3-13. http://geodesic.mathdoc.fr/item/BASM_2014_1_a0/