Subgradients of value functions in parametric dynamic programming q
نویسندگان
چکیده
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 obtained. 2007 Elsevier B.V. All rights reserved.
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Subgradients of value functions in parametric dynamic programming
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