The Mordukhovich Coderivative and the Local Metric Regularity of the Solution Map to a Parametric Discrete Optimal Control Problem

In this paper, we study the Mordukhovich coderivative and the local metric regularity in Robinson’s sense of the solution map to a parametric dynamic programming problem with linear constraints and convex cost functions. By establishing abstract results on the coderivative and the local metric regul...

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Vydáno v:Acta mathematica vietnamica Ročník 43; číslo 1; s. 175 - 199
Hlavní autoři: Thuy, Le Quang, Toan, Nguyen Thi
Médium: Journal Article
Jazyk:angličtina
Vydáno: Singapore Springer Singapore 01.03.2018
Springer Nature B.V
Témata:
Dynamic programming
Mathematics
Mathematics and Statistics
Optimal control
Regularity
Mordukhovich coderivative
49K21
93C55
49J21
Parametric discrete optimal control problem
Solution map
Dynamic programming problem
Local metric regularity
ISSN:0251-4184, 2315-4144
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Shrnutí:In this paper, we study the Mordukhovich coderivative and the local metric regularity in Robinson’s sense of the solution map to a parametric dynamic programming problem with linear constraints and convex cost functions. By establishing abstract results on the coderivative and the local metric regularity of the solution map to a parametric variational inequality, we obtain the Mordukhovich coderivative and the local metric regularity in Robinson’s sense of the solution map to a parametric discrete optimal control problem.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:0251-4184
2315-4144
DOI:10.1007/s40306-017-0224-1