Subgradients of value functions in parametric dynamic programming
AbstractWe study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Frechet subdifferential of value functions of parametric mathematical programming problems, some new formulas on the Frechet subdifferential of value functions in parametric dynamic programming are obtained.
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 193 (2009)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/eor
Dynamic programming Value functions Frechet normal cones Frechet subgradients The Frechet subdifferential;
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- Khanh, Phan Quoc & Quyen, Ho Thuc & Yao, Jen-Chih, 2011. "Optimality conditions under relaxed quasiconvexity assumptions using star and adjusted subdifferentials," European Journal of Operational Research, Elsevier, vol. 212(2), pages 235-241, July.
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