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
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.
