• Title of article

    Subgradients of value functions in parametric dynamic programming

  • Author/Authors

    B.T. Kien، نويسنده , , Y.C. Liou، نويسنده , , N.-C. Wong، نويسنده , , J.-C. Yao، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    11
  • From page
    12
  • To page
    22
  • Abstract
    We study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of value functions of parametric mathematical programming problems, some new formulas on the Fréchet subdifferential of value functions in parametric dynamic programming are obtained.
  • Keywords
    Dynamic programming , Fréchet subgradients , Fréchet normal cones , The Fréchet subdifferential , Value functions
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2009
  • Journal title
    European Journal of Operational Research
  • Record number

    1313392

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1313392