A viscosity solution approach to regularity properties of the optimal value function

DOI10.1016/j.jmaa.2021.125470zbMath1485.90136arXiv2012.03401OpenAlexW3181172357MaRDI QIDQ2235894

Virginia N. Vera de Serio, Pablo Ochoa

Publication date: 22 October 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.03401

zbMATH Keywords

parametric optimizationoptimalityLipschitz continuityoptimal value functionviscosity solutions

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Viscosity solutions to PDEs (35D40)

Cites Work

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