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

DOI10.1007/S10957-016-0921-2MaRDI QIDQ306289zbMATH OpenOpenAlexFDO

Authors 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 conesubdifferentialvalue functionmarginal functionparametric convex optimal control problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Existence theories for optimal control problems involving ordinary differential equations (49J15) Set-valued and variational analysis (49J53) Optimality conditions for problems involving ordinary differential equations (49K15)

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Cites work

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• Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control
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• Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
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• Subgradients of marginal functions in parametric mathematical programming
• Subgradients of the optimal value function in a parametric discrete optimal control problem
• Subgradients of the value function to a parametric optimal control problem
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Cited in

(17)

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• scientific article; zbMATH DE number 709488 (Why is no real title available?)
• Subgradients of the value function to a parametric optimal control problem
• Differential stability of a class of convex optimal control problems
• Subgradients of value functions in parametric dynamic programming
• Subgradients of the optimal value function in a parametric discrete optimal control problem
• Differential stability of convex discrete optimal control problems
• Second-order necessary optimality conditions for an optimal control problem
• S-derivative of the extremum multifunction to a multi-objective parametric discrete optimal control problem
• Painlevé-Kuratowski convergences of solutions to nonlinear multiobjective optimal control problems
• Exact characterization for subdifferentials of a special optimal value function
• Subgradients of the value function via multiplier sets of parametric convex discrete optimal control problems
• Subgradients of marginal functions in parametric control problems of partial differential equations
• Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem
• Stability analysis to parametric multiobjective optimal control problems
• Solution regularity in optimal control via subgradient analysis of the value function

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