Differential stability of discrete optimal control problems with mixed contraints

Differential stability of parametric discrete optimal control problems in Banach spaces with nonconvex cost functions, nonlinear state equations and mixed constraints is studied. By establishing an abstract result on the subdifferentials of the value function of a parametric mathematical programming problem with geometrical, equality and inequality constraints, we derive formulas for computing the Mordukhovich subdifferential and the singular subdifferential of the value function to a parametric discrete optimal control problem.