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На основе портфельной теории формулируется многокритериальная булева инвестиционная задача минимизации упущенной выгоды, состоящая в поиске всех экстремальных портфелей. Исследуются аспекты устойчивости этого множества к возмущениям параметров минимаксных критериев Сэвиджа. Получены нижняя и верхняя оценки радиуса устойчивости в случае, когда в трех пространствах исходных данных задачи заданы произвольные нормы Гeльдера.

In this paper, we consider a multicriteria integer linear programming problem with a parametric principle of optimality. Parameterization is realized by dividing the set of criteria into several disjoint groups (subsets) of criteria ordered by importance, with Pareto dominance within each group. The introduced parametric principle of optimality made it possible to connect such classical principles of optimality as lexicographic and Pareto ones. For the stability radius, which is the limiting level of perturbations of the parameters of the problem, not causing the appearance of new optimal solutions, the upper and lower estimations are obtained in the case of arbitrary Hölder’s norms in the criterion space and solution space. Some previously known results on the stability of the Boolean linear programming problem are formulated as corollaries.