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Postoptimal Analysis for One Vector Venturesome Investment Problem

Vladimir Emelichev, Vadim Mychov, Yury Nikulin, Postoptimal Analysis for One Vector Venturesome Investment Problem. TUCS Technical Reports 1153, TUCS, 2016.

Abstract:

Lower and upper bounds are obtained for the stability radius of a vector venturesome investment problem with the Holder norms in the parameter spaces. As corollaries several results are obtained for special cases.

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BibTeX entry:

@TECHREPORT{tEmMyNi16a,
  title = {Postoptimal Analysis for One Vector Venturesome Investment Problem},
  author = {Emelichev, Vladimir and Mychov, Vadim and Nikulin, Yury},
  number = {1153},
  series = {TUCS Technical Reports},
  publisher = {TUCS},
  year = {2016},
  keywords = {vector venturesome investment problem, Pareto optimal portfolio, stability radius, perturbing matrix, Holder's metric},
  ISBN = {978-952-12-3349-4},
}

Belongs to TUCS Research Unit(s): Turku Optimization Group (TOpGroup)

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