Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems

DOI10.1080/01630563.2021.1929318zbMath1475.49029OpenAlexW3176624760MaRDI QIDQ5005299

Nguyen Thi Toan, Le Quang Thuy

Publication date: 9 August 2021

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2021.1929318

zbMATH Keywords

subdifferentialvalue functionmarginal functionmultiplier setconvex discrete optimal control

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Set-valued and variational analysis (49J53)

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