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Mordukhovich subgradients of the value function to a parametric discrete optimal control problem

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Abstract

This paper is devoted to the study of the first-order behavior of the value function of a parametric discrete optimal control problem with nonconvex cost functions and control constraints. 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 discrete optimal control problem.

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Authors and Affiliations

  1. Department of Mathematics, Vinh University, Vinh City, Vietnam

    N. T. Toan

  2. Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, 804, Taiwan

    N. T. Toan

  3. Center for Fundamental Science, Kaohsiung Medical University, Kaohsiung, 807, Taiwan

    J.-C. Yao

  4. Department of Mathematics, King Abdulaziz University, P.O. Box 80203, Jidda, 21589, Saudi Arabia

    J.-C. Yao

Authors
  1. N. T. Toan
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  2. J.-C. Yao
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Corresponding author

Correspondence to J.-C. Yao.

Additional information

This research was partially supported by the Grant NSC 99-2221-E-037-007-MY3 and NAFOSTED 101.01-2011.23.

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Toan, N.T., Yao, JC. Mordukhovich subgradients of the value function to a parametric discrete optimal control problem. J Glob Optim 58, 595–612 (2014). https://doi.org/10.1007/s10898-013-0062-1

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