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Set-Valued and Variational Analysis

, Volume 18, Issue 2, pp 183–203 | Cite as

Subgradients of the Value Function to a Parametric Optimal Control Problem

  • N. T. Toan
  • B. T. KienEmail author
Article

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.

Keywords

Parametric optimal control Marginal function Value function Fréchet normal cone Fréchet subgradient Fréchet subdifferential Coderivative 

Mathematics Subject Classifications (2000)

47J20 49J40 49J53 90C33 

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Copyright information

© Springer Science+Business Media B.V. 2009

Authors and Affiliations

  1. 1.Department of MathematicsVinh UniversityVinh CityVietnam
  2. 2.Department of Information and TechnologyNational University of Civil EngineeringHanoiVietnam

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