Stability and Robustness: Reliability in the World of Uncertainty

Stability FunctionProblemFormulationStability andAccuracyFunctionsFor a given ρ ∈ [0, q(C 0 , X)), whereq(C 0 , X) := min{c 0 ij , i ∈ N m, j ∈ N m }, we consider a setΩ ρ (C 0 ) := {C ∈ R m×m+ : |c ij − c 0 ij| ≤ ρ, i ∈ N m , j ∈ N m }.For a J-equilibrium x ∗ ∈ JE m (C 0 , X) and ρ ∈ [0, q(C 0 , X)), thevalue of the stability function is defined as follows:S(C 0 , J, x ∗ , ρ) :=max ε(C, J,C∈Ω ρ (C 0 ) x∗ ).Sensitivity Analysis in Game Theory Yury Nikulin - p. 13/29