Title :
Derivatives of saddle points under relaxed assumptions
Author :
Delfour, M.C. ; Morgan, J.
Author_Institution :
Departement de Math. et de Stat., Montreal Univ., Que., Canada
Abstract :
The authors present a new theorem on the differentiability of a saddle point with respect to a parameter t⩾0 at t=0 under relaxed assumptions. This technical result has a wide spectrum of applications: control theory, shape sensitivity analysis, game theory, etc. In nondifferentiable situations it provides an interesting description of the nondifferentiability
Keywords :
control system analysis; differentiation; game theory; sensitivity analysis; control theory; differentiability; game theory; nondifferentiable situations; relaxed assumptions; saddle points; shape sensitivity analysis; Canada Councils; Control theory; Cost function; Equations; Game theory; Sensitivity analysis; Shape control; Topology;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371152
