Abstract
This paper is devoted to the study the first-order behavior of the value function of a parametric optimal control problem with linear constraints and a nonconvex cost function. By establishing an abstract result on the Mordukhovich subdifferential of the value function of a parametric mathematical programming problem, we derive a formula for computing the Mordukhovich subdifferential of the value function to a parametric optimal control problem.
Citation
Nguyen Toan. "MORDUKHOVICH SUBGRADIENTS OF THE VALUE FUNCTION IN A PARAMETRIC OPTIMAL CONTROL PROBLEM." Taiwanese J. Math. 19 (4) 1051 - 1072, 2015. https://doi.org/10.11650/tjm.19.2015.3635
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