Postoptimal Analysis for One Vector Venturesome Investment Problem
: Vladimir Emelichev, Vadim Mychkov, Yury Nikulin
Publisher: Turku Centre for Computer Science
: 2016
: TUCS Technical Report
: 1153
: 978-952-12-3349-4
: 1239-1891
: http://tucs.fi/publications/view/?pub_id=tEmMyNi16a
Lower and upper bounds are obtained for the stability radius of a vector venturesome
investment problem with the H¨older norms in the parameter spaces. As corollaries
several results are obtained for special cases.