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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Veröffentlicht in:Acta mathematica vietnamica 2018-03, Vol.43 (1), p.175-199
Hauptverfasser: Thuy, Le Quang, Toan, Nguyen Thi
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0251-4184
2315-4144
DOI:10.1007/s40306-017-0224-1