Small perturbations of certain species of optimization problems,--in particular of so-called casino problems with a fixed goal--cause only small perturbations of the optimal strategies.
Publié le : 1974-04-14
Classification:
60GXX,
Gambiling,
control theory,
casino dynamic programming,
calculus of variations,
stability,
60G99,
90C40
@article{1176996706,
author = {Dubins, Lester E. and Meilijson, Isaac},
title = {On Stability for Optimization Problems},
journal = {Ann. Probab.},
volume = {2},
number = {6},
year = {1974},
pages = { 243-255},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996706}
}
Dubins, Lester E.; Meilijson, Isaac. On Stability for Optimization Problems. Ann. Probab., Tome 2 (1974) no. 6, pp. 243-255. http://gdmltest.u-ga.fr/item/1176996706/