Differentiability Properties of Optimal Value Functions
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(21)- On differentiability of cost functions
- Differentiability of the value function of nonclassical optimal growth models
- Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
- Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem
- Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map
- Well-posedness and subdifferentials of optimal value and infimal convolution
- Subgradients of value functions in parametric dynamic programming
- Subdifferentiation of regularized functions
- Further results on subgradients of the value function to a parametric optimal control problem
- Variational properties of value functions
- Subgradients of the value function in a parametric convex optimal control problem
- Differentiability of the argmin function and a minimum principle for semiconcave subsolutions
- Subdifferential of optimal value functions in nonlinear infinite programming
- Subgradients of the value function via multiplier sets of parametric convex discrete optimal control problems
- Differentiability Properties of a Parametric Consumer Problem
- Learning data-adaptive non-parametric kernels
- Generalized derivatives of optimal-value functions with parameterized convex programs embedded
- Analysis of subdifferentials of marginal and performance functions
- Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
- Approximately convex functions and approximately monotonic operators
- Subgradients of the value function to a parametric optimal control problem
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