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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

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

Information

Published: April, 1974
First available in Project Euclid: 19 April 2007

zbMATH: 0279.60020
MathSciNet: MR362483
Digital Object Identifier: 10.1214/aop/1176996706

Subjects:
Primary: 60G99
Secondary: 90C40

Keywords: 60GXX , calculus of variations , casino dynamic programming , control theory , Gambiling , stability

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 2 • April, 1974
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