Subgradients of the value function to a parametric optimal control problem (Q977072)
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scientific article; zbMATH DE number 5721722
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| English | Subgradients of the value function to a parametric optimal control problem |
scientific article; zbMATH DE number 5721722 |
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Subgradients of the value function to a parametric optimal control problem (English)
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16 June 2010
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The authors establish a formula computing the Fréchet differential of value functions for a class of parametric mathematical programming problems. This result is applied to a parametric optimal control problem. The main tool in the study is the Mordukhovich's notion of coderivative.
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parametric optimal control
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marginal function
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value function
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Fréchet normal cone
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Fréchet subgradient
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Fréchet subdifferential
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coderivative
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