Mordukhovich subgradients of the value function to a parametric discrete optimal control problem

N. Toan () and J.-C. Yao ()

Journal of Global Optimization, 2014, vol. 58, issue 3, 595-612

Abstract: This paper is devoted to the study of the first-order behavior of the value function of a parametric discrete optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Mordukhovich subdifferential of the value function of a parametric mathematical programming problem, we derive a formula for computing the Mordukhovich subdifferential of the value function to a parametric discrete optimal control problem. Copyright Springer Science+Business Media New York 2014

Keywords: Parametric discrete optimal control problem; Marginal function; Value function; Mordukhovich normal cone; Mordukhovich subgradients; Mordukhovich subdifferential (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10898-013-0062-1

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