DocumentCode
2406088
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
fYear
1992
fDate
1992
Firstpage
1645
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371152
Filename
371152
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