Geodesic
An investment problem under multicriteriality, uncertainty and risk
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2016), pp. 82-98

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The strong stability radius of the multicriteria investment Boolean problem with the Savage risk criteria is investigated. The problem is to find the set of Pareto optimal portfolios. Upper and lower bounds of such a radius are derived for the case where different Hölder metrics are defined in the three problem parameters spaces. 
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     title = {An investment problem under multicriteriality, uncertainty and risk},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
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Vladimir Emelichev; Sergey Bukhtoyarov; Vadzim Mychkov. An investment problem under multicriteriality, uncertainty and risk. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2016), pp. 82-98. http://geodesic.mathdoc.fr/item/BASM_2016_3_a6/