Subgradients of the Value Function to a Parametric Optimal Control Problem |
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| Authors: | N T Toan B T Kien |
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| Institution: | 1.Department of Mathematics,Vinh University,Vinh City,Vietnam;2.Department of Information and Technology,National University of Civil Engineering,Hanoi,Vietnam |
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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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