Subgradients of the value function to a parametric optimal control problem
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coderivativeFréchet normal coneFréchet subdifferentialFréchet subgradientmarginal functionparametric optimal controlvalue function
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)
The authors establish a formula computing the Fréchet differential of value functions for a class of parametric mathematical programming problems. This result is applied to a parametric optimal control problem. The main tool in the study is the Mordukhovich's notion of coderivative.
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Cites work
- A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
- Convexity in Hamilton--Jacobi theory. I: Dynamics and duality
- Convexity in Hamilton--Jacobi theory. II: Envelope representations
- Differentiability Properties of Optimal Value Functions
- Epsilon-Maximum Principle of Pontryagin Type and Perturbation Analysis of Convex Optimal Control Problems
- Euler-Lagrange and Hamiltonian formalisms in dynamic optimization
- Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
- Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control
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- Necessary conditions for optimal control problems with state constraints
- Optimal control
- Sensitivity Analysis of Optimal Value Functions of Convex Parametric Programs with Possibly Empty Solution Sets
- Subgradients of marginal functions in parametric mathematical programming
- Subgradients of Optimal-Value Functions in Dynamic Programming: The Case of Convex Systems Without Optimal Paths
- Subgradients of value functions in parametric dynamic programming
- Techniques of variational analysis
- Variational Stability and Marginal Functions via Generalized Differentiation
Cited in
(23)- Differential stability of convex discrete optimal control problems
- Solution regularity in optimal control via subgradient analysis of the value function
- Differential stability of discrete optimal control problems with mixed contraints
- Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations
- Second-order sufficient optimality conditions for an optimal control problem with mixed constraints
- Sensitivity analysis of multi-objective optimal control problems
- Second-order necessary optimality conditions for an optimal control problem
- Differential stability of a class of convex optimal control problems
- Subgradients of value functions in parametric dynamic programming
- Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems
- Generalized subdifferentials of the value function for parametrized DC optimization problems
- 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
- Subgradients of marginal functions in parametric control problems of partial differential equations
- Fréchet subdifferentials of efficient point multifunctions in parametric vector optimization
- Subgradients of Optimal-Value Functions in Dynamic Programming: The Case of Convex Systems Without Optimal Paths
- Subgradients of the value function via multiplier sets of parametric convex discrete optimal control problems
- Mordukhovich subgradients of the value function in a parametric optimal control problem
- On determining the submanifolds of state space where the optimal value surface has an infinite derivative
- The Clarke coderivative of the frontier map in a multi-objective optimal control problem
- First-order differentiability properties of a class of equality constrained optimal value functions with applications
- Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
- Subgradients of the optimal value function in a parametric discrete optimal control problem
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