On stability of the solutions of matrix game and the capital preservation problem to the perturbations of initial data

MaRDI QIDQ5050508zbMATH OpenFDO

Authors Soltan A. Aliyev, Yaroslav I. Yeleyko, K. V. Kosarevych, O. Karpa

Publication date 17 November 2022

Full work available at URL http://trans.imm.az/volumes/37-1/3701-04.pdf

zbMATH Keywords

matrix gameupper semicontinuous multi-valued mappingcompletely mixed optimal strategy

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cites work

• scientific article; zbMATH DE number 3854834 (Why is no real title available?)
• A generalized theorem of the maximum
• Contributions to the Theory of Games (AM-24), Volume I

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