Subgradients of the value function to a parametric optimal control problem
DOI10.1007/S11228-009-0125-0zbMATH Open1214.47064OpenAlexW2002643733MaRDI QIDQ977072FDOQ977072
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
Recommendations
- Further results on subgradients of the value function to a parametric optimal control problem
- Subgradients of the optimal value function in a parametric discrete optimal control problem
- Mordukhovich subgradients of the value function in a parametric optimal control problem
- Subgradients of the value function in a parametric convex optimal control problem
- Subgradients of value functions in parametric dynamic programming
value functioncoderivativemarginal functionparametric optimal controlFréchet normal coneFréchet subdifferentialFréchet subgradient
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Set-valued and variational analysis (49J53)
Cites Work
- Title not available (Why is that?)
- Techniques of variational analysis
- Title not available (Why is that?)
- Euler-Lagrange and Hamiltonian formalisms in dynamic optimization
- Differentiability Properties of Optimal Value Functions
- Title not available (Why is that?)
- Variational Stability and Marginal Functions via Generalized Differentiation
- Subgradients of marginal functions in parametric mathematical programming
- Title not available (Why is that?)
- Optimal control
- Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control
- Convexity in Hamilton--Jacobi theory. I: Dynamics and duality
- Convexity in Hamilton--Jacobi theory. II: Envelope representations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sensitivity Analysis of Optimal Value Functions of Convex Parametric Programs with Possibly Empty Solution Sets
- Subgradients of Optimal-Value Functions in Dynamic Programming: The Case of Convex Systems Without Optimal Paths
- Epsilon-Maximum Principle of Pontryagin Type and Perturbation Analysis of Convex Optimal Control Problems
- A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
- Subgradients of value functions in parametric dynamic programming
- Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
- Necessary conditions for optimal control problems with state constraints
Cited In (18)
- Second-order sufficient optimality conditions for an optimal control problem with mixed constraints
- Differential stability of convex discrete optimal control problems
- The Clarke coderivative of the frontier map in a multi-objective optimal control problem
- Solution regularity in optimal control via subgradient analysis of the value function
- Further results on subgradients of the value function to a parametric optimal control problem
- Differential stability of a class of convex optimal control problems
- Sensitivity analysis of multi-objective optimal control problems
- 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
- Second-order necessary optimality conditions for an optimal control problem
- Generalized differentiation of a class of normal cone operators and sensitivity of 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 with nonlinear state equations
- Subgradients of the optimal value function in a parametric discrete optimal control problem
- Differential stability of discrete optimal control problems with mixed contraints
- Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations
- Subgradients of value functions in parametric dynamic programming
- On determining the submanifolds of state space where the optimal value surface has an infinite derivative
This page was built for publication: Subgradients of the value function to a parametric optimal control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q977072)
