April  2010, 6(2): 401-410. doi: 10.3934/jimo.2010.6.401

Subgradients of the optimal value function in a parametric discrete optimal control problem

1. 

Department of Mathematics, Vinh University, Vinh, Nghe An, Vietnam

2. 

Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung 804, Taiwan

Received  April 2009 Revised  January 2010 Published  March 2010

We study the first-order behavior of the optimal value function in a parametric discrete optimal control problem with linear constraints and a nonconvex cost function. By establishing a new result on the Fréchet subdifferential of optimal value functions of parametric mathematical programming problems, we obtain some formulae on the Fréchet subdifferential of optimal value functions in parametric discrete optimal control problems which complement results due to Kien et al. [3].
Citation: Nguyen Huy Chieu, Jen-Chih Yao. Subgradients of the optimal value function in a parametric discrete optimal control problem. Journal of Industrial & Management Optimization, 2010, 6 (2) : 401-410. doi: 10.3934/jimo.2010.6.401
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