descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Apr 1974Publisher:Institute of Mathematical StatisticsJournal:The Annals of Probability, volume 2 (issn: 0091-1798,

Authors: Dubins, Lester E.; Meilijson, Isaac;

doi: 10.1214/aop/1176996706

On Stability for Optimization Problems

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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.

Keywords

Markov and semi-Markov decision processes, calculus of variations, stability, control theory, casino dynamic programming, Stochastic processes, 90C40, 60GXX, 60G99, Gambiling

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