ENRU  
Volume 22, No 2, 2015, P. 516 UDC 519.17
Keywords: vector investment problem, extreme optimism criteria, Pareto set, stability radius of a problem, Hölder norm, Chebyshev norm. DOI: 10.17377/daio.2015.22.467 Sergey E. Bukhtoyarov ^{1} Received 15 November 2014 References[1] V. A. Emelichev and V. V. Korotkov, Stability analysis of a Paretooptimal portfolio of the multicriteria investment problem with Wald maximin criteria, Diskretn. Anal. Issled. Oper., 19, No. 6, 23–36, 2012.[2] V. A. Emelichev and V. V. Korotkov, Stability radius of a vector investment problem with Savage minimax risk criteria, Kibern. Sist. Anal., No. 3, 68–77, 2012. Translated in Cybern. Syst. Anal., 48, No. 3, 378–386, 2012. [3] V. A. Emelichev and V. V. Korotkov, On stability of a vector Boolean investment problem with Wald criteria, Diskretn. Mat., 24, No. 3, 3–16, 2012. Translated in Discrete Math. Appl., 22, No. 4, 367–381, 2012. [4] V. A. Emelichev and D. P. Podkopaev, Stability and regularization of vector integer programs, Diskretn. Anal. Issled. Oper., Ser. 2, 8, No. 1, 47–69, 2001. [5] V. V. Podinovski and V. D. Nogin, Paretooptimal’nye resheniya mnogokriterial’nykh zadach (ParetoOptimal Solutions ofMulticriteria Problems), FIZMATLIT, Moscow, 2007. [6] G. H. Hardy, J. E. Littlewood, and G. P´olya, Inequalities, Cambridge Univ. Press, Cambridge, 1934. Translated under the title Neravenstva, Izdatel’stvo Inostr. Lit., Moscow, 1948. [7] V. A. Emelichev and V. V. Korotkov, On stability of multicriteria investment Boolean problem with Wald’s efficiency criteria, Bul. Acad. Ştiinţe Repub. Mold., Mat., No. 1, 3–13, 2014. [8] V. A. Emelichev and V. V. Korotkov, On stability radius of the multicriteria variant of Markowitz’s investment portfolio problem, Bul. Acad. Ştiinţe Repub. Mold., Mat., No. 1, 83–94, 2011. [9] V. A. Emelichev and D. P. Podkopaev, Quantitative stability analysis for vector problems of 01 programming, Discrete Optim., 7, No. 1–2, 48–63, 2010. [10] H. M. Markowitz, Portfolio Selection: Efficient Diversification of Invest ments, Blackwell Publ., Oxford, 1991. 

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