Subgradients of value functions in parametric dynamic programming
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Publication:2519073
DOI10.1016/j.ejor.2007.10.028zbMath1152.90641OpenAlexW1984807956MaRDI QIDQ2519073
Yeong-Cheng Liou, Bui Trong Kien, Ngai-Ching Wong, Jen-Chih Yao
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 programmingvalue functionsFréchet subgradientsFréchet normal conesthe Fréchet subdifferential
Related Items (12)
Subgradients of the value function in a parametric convex optimal control problem ⋮ Differential stability of convex discrete optimal control problems with possibly empty solution sets ⋮ Differential stability of discrete optimal control problems with possibly nondifferentiable costs ⋮ Degree theory and solution existence of set-valued vector variational inequalities in reflexive Banach spaces ⋮ Optimality conditions under relaxed quasiconvexity assumptions using star and adjusted subdifferentials ⋮ Strict feasibility of pseudomonotone set-valued variational inequalities ⋮ Differential stability of convex discrete optimal control problems ⋮ Subgradients of the value function to a parametric optimal control problem ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ Differential stability of discrete optimal control problems with mixed contraints ⋮ Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems
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