Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems. (1st July 2021)

• Record Type: Journal Article
• Authors: Toan, N. T.; Thuy, L. Q.
• Is Part Of: Numerical functional analysis and optimization. Volume 42:Number 7(2021)
• Page Start: 785
• Page End: 808
• Publication Date: 2021-07-01
• Subjects: Convex discrete optimal control -- marginal function -- multiplier set -- subdifferential -- value function; 93C55 -- 93C73 -- 49K40 -- 49J53 -- 90C31; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2021.1929318
• Languages: English
• ISSNs: 0163-0563

Abstract

Abstract: This paper discusses differential stability of convex discrete optimal control problems with mixed constraints. Among the obtained results, we give formulas for exact computing the subdifferential and the singular subdifferential of the optimal value function via suitable multiplier sets.