Geodesic
Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria
Prikladnaâ diskretnaâ matematika, no. 3 (2014), pp. 117-123

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For the stability radius of the multicriteria investment Boolean problem with the extreme optimism criteria, some lower and upper bounds are obtained in the case of the Hölder metric in the criteria and financial market state space and the Chebyshev metric in the portfolio space.
Keywords: multicriteria investment problem, extreme optimism criterion, Pareto set, stability radius of problem, the Hölder metric, the Chebyshev metric. 
@article{PDM_2014_3_a11,
     author = {V. A. Emelichev and E. V. Ustilko},
     title = {Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria},
     journal = {Prikladna\^a diskretna\^a matematika},
     pages = {117--123},
     publisher = {mathdoc},
     number = {3},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/PDM_2014_3_a11/}
}
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V. A. Emelichev; E. V. Ustilko. Postoptimal analysis of multicriteria investment problem with the extreme optimism criteria. Prikladnaâ diskretnaâ matematika, no. 3 (2014), pp. 117-123. http://geodesic.mathdoc.fr/item/PDM_2014_3_a11/