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Stability and Robustness: Reliability in the World of Uncertainty

Stability and Robustness: Reliability in the World of Uncertainty

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Accuracy Function <strong>and</strong> RadiusProblemFormulation<strong>Stability</strong> <strong>and</strong>AccuracyFunctionsTheorem 3. For x ∗ ∈ JE m (C 0 , X) <strong>and</strong> δ ∈ [0, 1), <strong>the</strong> accuracyfunction can be expressed by <strong>the</strong> formula:A(C 0 , J, x ∗ , δ) = maxr∈N smax m<strong>in</strong>x∈W J r (x∗ )Ci 0(x∗ − x) + δ ∑ c 0 ij |x∗ j − x j|j∈N mi∈J r (1 − δ)Ci 0x .Theorem 4. For x ∗ ∈ JE m (C 0 , X) <strong>and</strong> δ ∈ [0, 1), <strong>the</strong> accuracy radiuscan be expressed by <strong>the</strong> formula:R A (C 0 , J, x ∗ , δ) = m<strong>in</strong>{1, m<strong>in</strong>r∈N sm<strong>in</strong>x∈W J r (x∗ )\{x ∗ } maxCi 0(x∗ − x)∑i∈J r c 0 ij |x∗ j − x j|j∈N m}.Sensitivity Analysis <strong>in</strong> Game Theory Yury Nikul<strong>in</strong> - p. 25/29

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