MORDUKHOVICH SUBGRADIENTS OF THE VALUE FUNCTION IN A PARAMETRIC OPTIMAL CONTROL PROBLEM
Nguyen Toan · Taiwanese Journal of Mathematics · 2015
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.