Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem

N. H. Chieu (), B. T. Kien () and N. T. Toan ()
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N. H. Chieu: Vinh University
B. T. Kien: Hanoi National University of Civil Engineering
N. T. Toan: Vinh University

Journal of Optimization Theory and Applications, 2016, vol. 168, issue 3, No 4, 785-801

Abstract: Abstract This paper studies the first-order behavior of the value function of a parametric optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Fréchet subdifferential of the value function of a parametric minimization problem, we derive a formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem. The obtained results improve and extend some previous results.

Keywords: Parametric optimal control; Marginal function; Value function; Fréchet normal cone; Fréchet subgradients; Fréchet subdifferential (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-011-9933-0

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