Subgradients of value functions in parametric dynamic programming
نویسندگان
چکیده
منابع مشابه
Subgradients of value functions in parametric dynamic programming q
We study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of value functions of parametric mathematical programming problems, some new formulas on the Fréchet subdifferential of value functions in parametric dynamic programming are ob...
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We study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of value functions of parametric mathematical programming problems, some new formulas on the Fréchet subdifferential of value functions in parametric dynamic programming are ob...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2009
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2007.10.028