S.E. BUKHTOYAROV, V.A. EMELICHEV
POST-OPTIMAL ANALYSIS OF A DISCRETE MULTIOBJECTIVE INVESTMENT PROBLEM


A multiobjective Boolean investment problem with Savage’s minmax risk criteria is considered. The problem consists of finding the Pareto set. Lower and upper attainable estimates of the problem T2-stability radius are obtained.

Keywords: multicriteriality, investment Boolean problem, risks, Savage’s criterion, the Pareto set, stability radius, T2-stability, Chebyshev norm
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