Subgradients of value functions in parametric dynamic programming
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- repec:spr:joptap:v:170:y:2016:i:1:d:10.1007_s10957-016-0921-2 is not listed on IDEAS
- 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.
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KeywordsDynamic programming Value functions Frechet normal cones Frechet subgradients The Frechet subdifferential;
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