On Stability for Optimization Problems

Lester E. Dubins; Isaac Meilijson

doi:10.1214/aop/1176996706

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Home > Journals > Ann. Probab. > Volume 2 > Issue 2 > Article

April, 1974 On Stability for Optimization Problems

Lester E. Dubins, Isaac Meilijson

Ann. Probab. 2(2): 243-255 (April, 1974). DOI: 10.1214/aop/1176996706

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Abstract

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.

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Lester E. Dubins. Isaac Meilijson. "On Stability for Optimization Problems." Ann. Probab. 2 (2) 243 - 255, April, 1974. https://doi.org/10.1214/aop/1176996706