Subgradients of value functions in parametric dynamic programming
From MaRDI portal
Publication:2519073
DOI10.1016/j.ejor.2007.10.028zbMath1152.90641MaRDI QIDQ2519073
Ngai-Ching Wong, Yeong-Cheng Liou, Jen-Chih Yao, Bui Trong Kien
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
dynamic programming; value functions; Fréchet subgradients; Fréchet normal cones; the Fréchet subdifferential
Related Items
Subgradients of the value function to a parametric optimal control problem, Strict feasibility of pseudomonotone set-valued variational inequalities
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