Subgradients of the value function in a parametric convex optimal control problem

DOI10.1007/s10957-016-0921-2zbMath1346.49019MaRDI QIDQ306289

Le Quang Thuy, Nguyen Thi Toan

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0921-2

zbMATH Keywords

normal cone; subdifferential; value function; marginal function; parametric convex optimal control problem

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C31: Sensitivity, stability, parametric optimization

49J52: Nonsmooth analysis

49J53: Set-valued and variational analysis

49J15: Existence theories for optimal control problems involving ordinary differential equations

49K15: Optimality conditions for problems involving ordinary differential equations

Related Items

Differential stability of convex discrete optimal control problems, Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem, Second-order necessary optimality conditions for an optimal control problem, Differential stability of a class of convex optimal control problems, S-derivative of the extremum multifunction to a multi-objective parametric discrete optimal control problem, Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations

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