Subgradients of the value function to a parametric optimal control problem
type: Item
instance of: scholarly article
title: Subgradients of the value function to a parametric optimal control problem
zbMATH Open document ID: 1214.47064
published in: Set-Valued and Variational Analysis
publication date: 2010-06-16T00:00:00Z
review text: The authors establish a formula computing the Fréchet differential of value functions for a class of parametric mathematical programming problems. This result is applied to a parametric optimal control problem. The main tool in the study is the Mordukhovich's notion of coderivative.
Mathematics Subject Classification ID: 47J20
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 49J53
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 5721722
zbMATH Keywords: parametric optimal control
zbMATH Keywords: marginal function
zbMATH Keywords: value function
zbMATH Keywords: Fréchet normal cone
zbMATH Keywords: Fréchet subgradient
zbMATH Keywords: Fréchet subdifferential
zbMATH Keywords: coderivative
author: Nguyen Thi Toan
author: B. T. Kien
reviewed by: Dumitru Motreanu
MaRDI profile type: Publication
full work available at URL: s11228-009-0125-0
OpenAlex ID: W2002643733
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DOI: 10.1007/S11228-009-0125-0
description: scientific article; zbMATH DE number 5721722