The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem

DOI10.1007/S40306-020-00371-5MaRDI QIDQ778149zbMATH OpenOpenAlexFDO

Authors Le Quang Thuy, Nguyen Thi Toan

Publication date 1 July 2020

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40306-020-00371-5

zbMATH Keywords

Aubin propertydynamic programming problemLipschitz propertyparametric discrete optimal control problemsolution mapvalue function

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

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Cites work

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• Variational Analysis

Cited in

(4)

• The Mordukhovich coderivative and the local metric regularity of the solution map to a parametric discrete optimal control problem
• Continuity properties of the solution map to a parametric discrete optimal control problem
• Lipschitzian estimates in discrete-time constrained optimal control
• Lipschitz continuity of the value function in mixed-integer optimal control problems

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