Subgradients of Optimal-Value Functions in Dynamic Programming: The Case of Convex Systems Without Optimal Paths
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Publication:4716924
DOI10.1287/moor.21.3.555zbMath0868.90135OpenAlexW2164148552MaRDI QIDQ4716924
Publication date: 1 December 1996
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.21.3.555
Dynamic programming in optimal control and differential games (49L20) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)
Related Items (16)
Further results on subgradients of the value function to a parametric optimal control problem ⋮ 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 ⋮ Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems ⋮ Differential stability of convex optimization problems with possibly empty solution sets ⋮ The Mordukhovich coderivative and the local metric regularity of the solution map to a parametric discrete optimal control problem ⋮ Differential stability of convex discrete optimal control problems ⋮ Subgradients of the value function to a parametric optimal control problem ⋮ Subgradients of value functions in parametric dynamic programming ⋮ Differential stability of convex optimization problems under weaker conditions ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ Differential stability of a class of convex optimal control problems ⋮ Differential stability of discrete optimal control problems with mixed contraints ⋮ The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems
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