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Tên Differential stability of convex discrete optimal control problems
Lĩnh vực Toán học
Tác giả D.T.V. An, N.T. Toan
Nhà xuất bản / Tạp chí Acta Mathematica Vietnamica Số 43 Năm 2018
Số hiệu ISSN/ISBN
Tóm tắt nội dung

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.