Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem
https://doi.org/10.1007/s10957-011-9933-0Publisher, magazine: ,
Publication year: 2016
Lưu Trích dẫn Chia sẻAbstract
This paper studies the first-order behavior of the value function of a parametric optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Fréchet subdifferential of the value function of a parametric minimization problem, we derive a formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem. The obtained results improve and extend some previous results.
Tags: Parametric optimal control; Marginal function; Value function; Fréchet normal cone; Fréchet subgradients; Fréchet subdifferential.
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