Differentiability Properties of Optimal Value Functions
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Publication:4661752
DOI10.4153/CJM-2004-037-xzbMath1078.49016MaRDI QIDQ4661752
Publication date: 30 March 2005
Published in: Canadian Journal of Mathematics (Search for Journal in Brave)
Sensitivity, stability, well-posedness (49K40) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Programming in abstract spaces (90C48)
Related Items (15)
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 ⋮ Approximately convex functions and approximately monotonic operators ⋮ Subdifferential of optimal value functions in nonlinear infinite programming ⋮ Subgradients of the value function to a parametric optimal control problem ⋮ Well-posedness and subdifferentials of optimal value and infimal convolution ⋮ Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients ⋮ Subgradients of value functions in parametric dynamic programming ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ Unnamed Item ⋮ Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem ⋮ Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems ⋮ Subdifferentiation of regularized functions ⋮ Differentiability of the argmin function and a minimum principle for semiconcave subsolutions
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