The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem

DOI10.1007/s40306-020-00371-5zbMath1442.49031OpenAlexW3034800311MaRDI QIDQ778149

Le Quang Thuy, Nguyen Thi Toan

Publication date: 1 July 2020

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40306-020-00371-5

zbMATH Keywords

value functionLipschitz propertysolution mapAubin propertyparametric discrete optimal control problemdynamic programming problem

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

Cites Work

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• Variational Analysis
• Subgradients of Optimal-Value Functions in Dynamic Programming: The Case of Convex Systems Without Optimal Paths
• Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
• A Discrete-Time Model for Common Lifetime Inventory Systems
• Second-order necessary optimality conditions for a discrete optimal control problem
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