Subgradients of the optimal value function in a parametric discrete optimal control problem
DOI10.3934/JIMO.2010.6.401zbMATH Open1190.49019OpenAlexW2052164558MaRDI QIDQ974729FDOQ974729
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
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discrete optimal control problemlinear constraintsparametric programmingoptimal-value functionFréchet subdifferential
Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40) Discrete approximations in optimal control (49M25)
Cited In (15)
- Differential stability of convex discrete optimal control problems with possibly empty solution sets
- Differential stability of convex discrete optimal control problems
- 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
- Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems
- 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 value functions in parametric dynamic programming
- Differential stability properties of convex optimization and optimal control problems
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