Postoptimal analysis of bicriteria boolean problems of selecting investment projects with Wald’s and Savage’s criteria
Vladimir Alekseevich Emelichev, Владимир Владимирович Коротков · Journal of Computer and Systems Sciences International · 2013
Lower and upper feasible bounds on the stability radius of the Pareto-optimal portfolio in the bicriteria Boolean investment problem with the Wald maximin efficiency criterion and the Savage minimax risk criterion are obtained in the case when the Chebyshev metric is defined in the space of varying parameters.