Mordukhovich Subgradients of the Value Function in a Parametric Optimal Control Problem
نویسنده
چکیده
This paper is devoted to the study the first-order behavior of the value function of a parametric optimal control problem with linear constraints and a nonconvex cost function. By establishing an abstract result on the Mordukhovich subdifferential of the value function of a parametric mathematical programming problem, we derive a formula for computing the Mordukhovich subdifferential of the value function to a parametric optimal control problem.
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