Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems
Autor: | L. Q. Thuy, N. T. Toan |
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Rok vydání: | 2021 |
Předmět: |
Control and Optimization
010102 general mathematics Regular polygon Subderivative Marginal function Optimal control 01 natural sciences Computer Science Applications 010101 applied mathematics Multiplier (Fourier analysis) Differential stability Bellman equation Signal Processing Applied mathematics 0101 mathematics Analysis Mathematics Parametric statistics |
Zdroj: | Numerical Functional Analysis and Optimization. 42:785-808 |
ISSN: | 1532-2467 0163-0563 |
DOI: | 10.1080/01630563.2021.1929318 |
Popis: | This paper discusses differential stability of convex discrete optimal control problems with mixed constraints. Among the obtained results, we give formulas for exact computing the subdifferential ... |
Databáze: | OpenAIRE |
Externí odkaz: | |
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