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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call