Restricted Limiting Subdifferential and Applications
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The aim of this note is to introduce a subdifferential in the spirit of the limiting Fréchet subdifferential. Chain rules are established and several properties are given. We use this subdifferential to compute the subdifferential of subanalytic functions and the value function. An application to discrete infinite horizon dynamic programming is provided.
KeywordsRestricted subdifferential Fréchet subdifferential Subanalytic function Lojasiewicz inequality Value function Dynamic programming
Mathematics Subject Classification (2010)49J52 49J53 90C31 49J40
The authors wish to thank the anonymous referees for very careful reading of the paper and many valuable comments and suggestions, which helped us to improve the presentation.
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