Abstract
In the paper, the higher-order contingent derivative of a parametrized set-valued inclusion is first established. For its applications, we obtain sensitivity analysis of solution map in the decision variable space for a parametrized constrained set-valued optimization problem in terms of higher-order contingent derivatives.
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Anh, N.L.H. Some results on sensitivity analysis in set-valued optimization. Positivity 21, 1527–1543 (2017). https://doi.org/10.1007/s11117-017-0483-z
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DOI: https://doi.org/10.1007/s11117-017-0483-z
Keywords
- Sensitivity analysis
- Contingent derivative
- Parametrized inclusion
- Parametrized optimization problem
- Set-valued map