by Girlich, E. , Perepelitsa, V.A., Sergeeva, L.N..
Series: 1997-49, Preprints
paper dedicated to the research of properties of the two-criterial
investor problem. The solution set is analysed at first time in the point
of view of its capacity. The authors proved the property of completeness of
two-criterial investor problem with criterion of MINSUM type and the
property of quasi-completeness for the same problem but with the criterion
of MINMAX type. For further analysis of the set of feasible solutions (SFS)
it is convenient to consider in the form of its image in the criterion
space. It is proposed two types of graphic imaginations of criterial space.
Geometric structure of obtained image of the SFS is researched by fractal
theory methods and by methods of theory of deterministic chaos. The proof
of fractal structure of the SFS of vector investor problem is obtained by
imitation modelling method.