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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 193 (2009)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/eor
Dynamic programming Value functions Frechet normal cones Frechet subgradients The Frechet subdifferential;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- N. Toan & J.-C. Yao, 2014. "Mordukhovich subgradients of the value function to a parametric discrete optimal control problem," Journal of Global Optimization, Springer, vol. 58(3), pages 595-612, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.