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Subgradients of the Value Function to a Parametric Optimal Control Problem

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Abstract

This paper studies the first-order behavior of the value function of a parametric optimal control problem with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of the value functions of a parametric mathematical programming problem, a new formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem is obtained.

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Authors and Affiliations

  1. Department of Mathematics, Vinh University, 182 Le Duan, Vinh City, Vietnam

    N. T. Toan

  2. Department of Information and Technology, National University of Civil Engineering, 55 Giai Phong, Hanoi, Vietnam

    B. T. Kien

Authors
  1. N. T. Toan
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  2. B. T. Kien
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Correspondence to B. T. Kien.

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Toan, N.T., Kien, B.T. Subgradients of the Value Function to a Parametric Optimal Control Problem. Set-Valued Anal 18, 183–203 (2010). https://doi.org/10.1007/s11228-009-0125-0

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  • DOI: https://doi.org/10.1007/s11228-009-0125-0

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