by Girlich, E. , Perepelitsa, V.A., Sergeeva, L.N..

**Series:** 1997-49, Preprints

- MSC:
- 90C27 Combinatorial optimization
- 90C29 Multi-objective and goal programming

**Abstract:**

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.

**Keywords:**

multiobjective discre