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

DOI10.3934/JIMO.2010.6.401MaRDI QIDQ974729zbMATH OpenOpenAlexFDO

Authors Nguyen Huy Chieu, Jen-Chih Yao

Publication date 7 June 2010

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2010.6.401

zbMATH Keywords

discrete optimal control problemlinear constraintsparametric programmingoptimal-value functionFréchet subdifferential

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40) Discrete approximations in optimal control (49M25)

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(16)

• Differential stability of convex discrete optimal control problems with possibly empty solution sets
• Differential stability of convex discrete optimal control problems
• Further results on subgradients of the value function to a parametric optimal control problem
• Solution regularity in optimal control via subgradient analysis of the value function
• Subgradients of the value function to a parametric optimal control problem
• Subgradients of the value function in a parametric convex optimal control problem
• Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
• Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem
• Differential stability of discrete optimal control problems with mixed contraints
• Differential stability of discrete optimal control problems with possibly nondifferentiable costs
• S-derivative of the extremum multifunction to a multi-objective parametric discrete optimal control problem
• Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map
• Calculus rules of generalized \(\epsilon\)-subdifferential for vector valued mappings and applications
• Subgradients of the value function via multiplier sets of parametric convex discrete optimal control problems
• Subgradients of value functions in parametric dynamic programming
• Differential stability properties of convex optimization and optimal control problems

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