Postoptimal analysis for one vector venturesome investment problem

V. A. Emelichev ; V. I. Mychkov

Trudy Instituta matematiki, Tome 24 (2016) no. 1, pp. 9-18.

Résumé

Lower and upper attainable bounds are abtained for the stability radius of a vector venturesome Boolean problem of portfolio optimization with different Hölder's norms in the parameter spaces.

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