The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem
DOI10.1007/S40306-020-00371-5zbMATH Open1442.49031OpenAlexW3034800311MaRDI QIDQ778149FDOQ778149
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
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Lipschitz propertyvalue functionsolution mapAubin propertyparametric discrete optimal control problemdynamic programming problem
Dynamic programming (90C39) Sensitivity, stability, parametric optimization (90C31) Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20)
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