@article{TIMB_2012_20_1_a3,
author = {V. A. Emelichev and V. V. Korotkov},
title = {Stability of lexicographical investment problem with {Wald's} maximin criteria},
journal = {Trudy Instituta matematiki},
pages = {33--41},
year = {2012},
volume = {20},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMB_2012_20_1_a3/}
}
V. A. Emelichev; V. V. Korotkov. Stability of lexicographical investment problem with Wald's maximin criteria. Trudy Instituta matematiki, Tome 20 (2012) no. 1, pp. 33-41. http://geodesic.mathdoc.fr/item/TIMB_2012_20_1_a3/
[1] Emelichev V. A., Korotkov V. V., “Ob ustoichivosti effektivnogo resheniya vektornoi investitsionnoi bulevoi zadachi s minimaksnymi kriteriyami Sevidzha”, Tr. In-ta matematiki NAN Belarusi, 18:2 (2010), 3–10 | Zbl
[2] Emelichev V. A., Korotkov V. V., “Ob ustoichivosti leksikograficheskoi investitsionnoi zadachi s kriteriyami riskov Sevidzha”, Metody optimizatsii i ikh prilozheniya, Tr. XV Baikalskoi Mezhdunar. shkoly-seminara (Irkutsk, 23–29 iyulya 2011 g.), v. 6, RIO IDSTU SO RAN, 2011, 151–154
[3] Markowitz H. M., Portfolio selection: efficient diversification of investments, Oxford, 1991
[4] Tsarev V. V., Otsenka ekonomicheskoi effektivnosti investitsii, SPb., 2004 | Zbl
[5] Bronshtein E. M., Chernyak D. A., “Sravnitelnyi analiz pokazatelei effektivnosti investitsionnykh proektov”, Ekonomika i matematicheskie metody, 41:2 (2005), 21–28 | Zbl
[6] Vilenskii P. L., Livshits V. N., Smolyak S. A., Otsenka effektivnosti investitsionnykh proektov: teoriya i praktika, M., 2008
[7] Bronshtein E. M., Kachkaeva M. M., Tulupova E. V., “Upravlenie portfelem tsennykh bumag na osnove kompleksnykh kvantilnykh mer riska”, Izv. RAN. Teoriya i sistemy upravleniya, 2011, no. 1, 178–183 | MR
[8] Wald A., Statistical decision functions, New York, 1950 | MR
[9] Vald A., “Statisticheskie reshayuschie funktsii”, Pozitsionnye igry, eds. N. N. Vorobev, N. N. Vrublevskaya, M., 1967
[10] Miettinen K., Nonlinear Multiobjective Optimization, Boston, 1999 | MR
[11] Gurevskii E. E., Emelichev V. A., Platonov A. A., “Ob ustoichivosti konechnoi koalitsionnoi igry s obobschennoi kontseptsiei ravnovesiya”, Tr. In-ta matematiki NAN Belarusi, 15:1 (2007), 47–55 | MR
[12] Gurevskii E. E., Emelichev V. A., “Postoptimalnyi analiz vektornoi zadachi razbieniya s uporyadochennymi kriteriyami”, Tr. In-ta matematiki NAN Belarusi, 16:2 (2008), 14–22 | MR | Zbl
[13] Emelichev V. A., Karpuk A. V., Kuzmin K. G., “O kvaziustoichivosti leksikograficheskoi minimaksnoi kombinatornoi zadachi c raspadayuschimisya peremennymi”, Diskretnyi analiz i issledovanie operatsii, 17:3 (2010), 32–45 | MR | Zbl
[14] Emelichev V. A., Gurevsky E. E., Kuzmin K. G., “On stability of some lexicographic integer optimization problem”, Control and Cybernetics, 39:3 (2010), 811–826 | MR
[15] Emelichev V. A., Korotkov V. V., “Ob ustoichivosti leksikograficheskogo resheniya vektornoi minimaksnoi kvadratichnoi bulevoi zadachi”, Tr. In-ta matematiki NAN Belarusi, 19:2 (2011), 26–36 | Zbl
[16] Emelichev V. A., Berdysheva R. A., “Ob ustoichivosti i kvaziustoichivosti traektornoi zadachi posledovatelnoi optimizatsii”, Dokl. NAN Belarusi, 43:3 (1999), 41–44 | MR | Zbl
[17] Gurevskii E. E., Emelichev V. A., “Analiz ustoichivosti leksikograficheskoi bulevoi zadachi minimizatsii modulei lineinykh funktsii”, Diskretnyi analiz i issledovanie operatsii. Ser. 2, 14:1 (2007), 59–71 | MR
[18] Kolmogorov A. N., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 2009