Postoptimal analysis for one vector venturesome investment problem
Trudy Instituta matematiki, Tome 24 (2016) no. 1, pp. 9-18
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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.
@article{TIMB_2016_24_1_a1,
author = {V. A. Emelichev and V. I. Mychkov},
title = {Postoptimal analysis for one vector venturesome investment problem},
journal = {Trudy Instituta matematiki},
pages = {9--18},
publisher = {mathdoc},
volume = {24},
number = {1},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMB_2016_24_1_a1/}
}
V. A. Emelichev; V. I. Mychkov. Postoptimal analysis for one vector venturesome investment problem. Trudy Instituta matematiki, Tome 24 (2016) no. 1, pp. 9-18. http://geodesic.mathdoc.fr/item/TIMB_2016_24_1_a1/