Subgradients of the value function in a parametric convex optimal control problem

DOI10.1007/s10957-016-0921-2zbMath1346.49019OpenAlexW2300606782MaRDI QIDQ306289

Le Quang Thuy, Nguyen Thi Toan

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0921-2

zbMATH Keywords

normal conesubdifferentialvalue functionmarginal functionparametric convex optimal control problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (6)

S-derivative of the extremum multifunction to a multi-objective parametric discrete optimal control problem ⋮ Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations ⋮ Differential stability of convex discrete optimal control problems ⋮ Second-order necessary optimality conditions for an optimal control problem ⋮ Differential stability of a class of convex optimal control problems ⋮ Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Further results on subgradients of the value function to a parametric optimal control problem
• Mordukhovich subgradients of the value function in a parametric optimal control problem
• Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
• Subgradients of marginal functions in parametric mathematical programming
• Subgradients of the optimal value function in a parametric discrete optimal control problem
• Subgradients of the value function to a parametric optimal control problem
• Techniques of variational analysis
• Subgradients of value functions in parametric dynamic programming
• 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
• Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
• Sensitivity Analysis of Optimal Value Functions of Convex Parametric Programs with Possibly Empty Solution Sets
• Euler-Lagrange and Hamiltonian formalisms in dynamic optimization
• Necessary conditions for optimal control problems with state constraints
• Differentiability Properties of Optimal Value Functions
• 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
• Differential stability of convex optimization problems under inclusion constraints
• Variational Stability and Marginal Functions via Generalized Differentiation
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• Optimal control

This page was built for publication: Subgradients of the value function in a parametric convex optimal control problem