Necessary and Sufficient Conditions for the Stability of Interval Matrices

• Autorzy: Białas S. , Jakubowska M.
• Języki publikacji: EN

Abstrakty

EN

In this paper new necessary and sufficient conditions for the stability of the interval matrix [formula] are presented. These conditions represent a modification of paper [13]. Also, an algorithm for checking the stability of the interval matrix [formula] is proposed. The comparison of efficiency of the new algorithm and the algorithm from paper [13] is demostrated by means of examples.

Słowa kluczowe

EN

cash flow; continuous shocks; local immunization; immunizing duration; term structure of interest rates

• Wydawca: Polska Akademia Nauk, Wydział IV Nauk Technicznych
• Czasopismo: Bulletin of the Polish Academy of Sciences. Technical Sciences
• Rocznik: 2001
• Tom: vol. 49, nr 3
• Strony: 467--477
• Opis fizyczny: bibliogr. 15 poz.

Twórcy

autor

Białas S.

autor

Jakubowska M.

• Faculty of Aplied Mathematics, University of Mining and Metallurgy, 30-059 Kraków, Al. Mickiewicza 30, Poland (Wydział Matematyki Stosowanej AGH),