On type of stability of vector investment problem with Wald's criteria

V. A. Emelichev ; V. V. Korotkov

Trudy Instituta matematiki, Tome 20 (2012) no. 2, pp. 10-17.

Résumé

Lower and upper attainable bounds for the strong stability radius of the vector investment problem with Wald's maximin economic efficiency criteria and the Pareto optimal principle were obtained in the case of the Chebyshev norm in the problem parameters space.

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