A stability concept for matrix game optimal strategies and its application to linear programming sensitivity analysis.
Marvin D. TrouttPublished in: Math. Program. (1986)
Keyphrases
- sensitivity analysis
- optimal strategy
- linear programming
- decision problems
- managerial insights
- monte carlo
- cooperative game
- variational inequalities
- mathematical models
- influence diagrams
- linear program
- expected cost
- dynamic programming
- machine learning
- expected utility
- semidefinite programming
- artificial intelligence
- singular value decomposition
- constraint propagation
- sufficient conditions
- decision variables