Subgradients of the Value Function in a Parametric Convex Optimal Control Problem
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DOI: 10.1007/s10957-016-0921-2
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- Boris S. Mordukhovich & Nguyen Mau Nam, 2005. "Variational Stability and Marginal Functions via Generalized Differentiation," Mathematics of Operations Research, INFORMS, vol. 30(4), pages 800-816, November.
- N. H. Chieu & B. T. Kien & N. T. Toan, 2016. "Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 785-801, March.
- Alberto Seeger, 1996. "Subgradients of Optimal-Value Functions in Dynamic Programming: The Case of Convex Systems Without Optimal Paths," Mathematics of Operations Research, INFORMS, vol. 21(3), pages 555-575, August.
- N. Toan & J.-C. Yao, 2014. "Mordukhovich subgradients of the value function to a parametric discrete optimal control problem," Journal of Global Optimization, Springer, vol. 58(3), pages 595-612, March.
- Kien, B.T. & Liou, Y.C. & Wong, N.-C. & Yao, J.-C., 2009. "Subgradients of value functions in parametric dynamic programming," European Journal of Operational Research, Elsevier, vol. 193(1), pages 12-22, February.
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- Nguyen Thi Toan & Le Quang Thuy, 2023. "S-Derivative of the Extremum Multifunction to a Multi-objective Parametric Discrete Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 196(1), pages 240-265, January.
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Keywords
Parametric convex optimal control problem; Marginal function; Value function; Normal cone; Subdifferential; Singular subdifferential;All these keywords.
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