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Differential Stability of Convex Discrete Optimal Control Problems

icon-email Duong Thi Viet An , Nguyen Thi Toan

Abstract

Differential stability of convex discrete optimal control problems in Banach spaces is studied in this paper. By using some recent results of An and Yen (Appl. Anal. 94, 108–128, 2015) on differential stability of parametric convex optimization problems under inclusion constraints, we obtain an upper estimate for the subdifferential of the optimal value function of a parametric convex discrete optimal control problem, where the objective function may be nondifferentiable. If the objective function is differentiable, the obtained upper estimate becomes an equality. It is shown that the singular subdifferential of the just mentioned optimal value function always consists of the origin of the dual space.

Viện Toán học, Viện Hàn lâm Khoa học và Công nghệ Việt Nam

Địa chỉ: Số 18 đường Hoàng Quốc Việt, quận Cầu Giấy, Hà Nội

Điện thoại: 024 37563474 - Fax: 024 37564303

Email: vientoan@math.ac.vn

Viện nghiên cứu cao cấp về toán Hội Toán học Mỹ MathScinet Thư viện số (VAST) Arxiv
Lịch hoạt động chung Lịch sử dụng phòng, hội trường, hội thảo Ảnh hoạt động
Giới thiệu Đăng nhập Đăng ký tài khoản Quên mật khẩu Chính sách bảo mật
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
      Backtrace
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      Metadata
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