Subgradients of value functions in parametric dynamic programming

DOI10.1016/j.ejor.2007.10.028zbMath1152.90641OpenAlexW1984807956MaRDI QIDQ2519073

Yeong-Cheng Liou, Bui Trong Kien, Ngai-Ching Wong, Jen-Chih Yao

Publication date: 22 January 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.10.028

zbMATH Keywords

dynamic programmingvalue functionsFréchet subgradientsFréchet normal conesthe Fréchet subdifferential

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

Related Items (12)

Subgradients of the value function in a parametric convex optimal control problem ⋮ Differential stability of convex discrete optimal control problems with possibly empty solution sets ⋮ Differential stability of discrete optimal control problems with possibly nondifferentiable costs ⋮ Degree theory and solution existence of set-valued vector variational inequalities in reflexive Banach spaces ⋮ Optimality conditions under relaxed quasiconvexity assumptions using star and adjusted subdifferentials ⋮ Strict feasibility of pseudomonotone set-valued variational inequalities ⋮ Differential stability of convex discrete optimal control problems ⋮ Subgradients of the value function to a parametric optimal control problem ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ Differential stability of discrete optimal control problems with mixed contraints ⋮ Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems

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