Subgradients of the value function to a parametric optimal control problem

DOI10.1007/s11228-009-0125-0zbMath1214.47064OpenAlexW2002643733MaRDI QIDQ977072

Nguyen Thi Toan, Bui Trong Kien

Publication date: 16 June 2010

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-009-0125-0

zbMATH Keywords

value functioncoderivativeparametric optimal controlmarginal functionFréchet normal coneFréchet subdifferentialFréchet subgradient

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Set-valued and variational analysis (49J53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Further results on subgradients of the value function to a parametric optimal control problem ⋮ Subgradients of the value function in a parametric convex optimal control problem ⋮ Second-order sufficient optimality conditions for an optimal control problem with mixed constraints ⋮ Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems ⋮ The Clarke coderivative of the frontier map in a multi-objective optimal control problem ⋮ Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations ⋮ Sensitivity analysis of multi-objective optimal control problems ⋮ Differential stability of convex discrete optimal control problems ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ Second-order necessary optimality conditions for an optimal control problem ⋮ Differential stability of a class of convex optimal control problems ⋮ Differential stability of discrete optimal control problems with mixed contraints ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems ⋮ Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations

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