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Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem

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

Abstract

This paper studies the first-order behavior of the value function of a parametric optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Fréchet subdifferential of the value function of a parametric minimization problem, we derive a formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem. The obtained results improve and extend some previous results.

Keywords

Parametric optimal control Marginal function Value function Fréchet normal cone Fréchet subgradients Fréchet subdifferential 

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

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

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