Исследование устойчивости решений векторной инвестиционной булевой задачи в случае метрики Гельдера в критериальном пространстве

The stability of a Pareto-optimal portfolio in the multicriteria discrete variant of Markowitz's investment problem with the Wald's maximin efficiency criteria is analysed. The lower and upper bounds for the stability radius of such a portfolio are obtained in the case of the Holder metric 1 p, 1 ^ p ^ то, in the criteria space of the problem parameters.