Clarke differentials and the envelope theorem in dynamic programming

DOI10.23952/COT.2027.1MaRDI QIDQ7324351zbMATH OpenFDO

Authors Yuhki Hosoya

Publication date 3 September 2026

Published in Communications in Optimization Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.23952/COT.2027.1

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic dynamics (91B55)

Cites work

• Cores and Weber sets for fuzzy extensions of cooperative games
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Optimization and nonsmooth analysis
• Subdifferentials of nonconvex integral functionals in Banach spaces with applications to stochastic dynamic programming

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