Title of article
On stability of the solutions of matrix game and the capital preservation problem to the perturbations of initial data
Author/Authors
Aliyev, Soltan A. Institute of Mathematics and Mechanics of NAS of Azerbaijan, Baku, Azerbaijan , Yeleyko, Yaroslav I. Ivan Franko National University of Lviv, Ukraine , Kosarevych, Katerina V. Ivan Franko National University of Lviv, Ukraine , Karpa, Oleq I. Ivan Franko National University of Lviv, Ukraine
Pages
7
From page
30
To page
36
Abstract
The stability of the solution of the capital preservation problem to the perturbations of initial
data given by the matrix of rates of profits of assets is proved in terms of the semi-continuous multivalued maps. It is also shown that the solution of the corresponding matrix game is also stable to the
perturbations. Finally, it is proved that solutions of both perturbed problems are the same.
Keywords
matrix game , completely mixed optimal strategy , upper semicontinuous multi-valued mapping
Journal title
Transactions Issue Mathematics, Azerbaijan National Academy of Sciences
Serial Year
2017
Full Text URL
Record number
2611378
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