Variational analysis in nonreflexive spaces and applications to control problems with L1 perturbations

Title: Variational analysis in nonreflexive spaces and applications to control problems with L1 perturbations
Creator: Borwein, Jonathan M.; Zhu, Qiji J.
Relation: Nonlinear Analysis: Theory, Methods & Applications Vol. 28, Issue 5, p. 889-915
Publisher Link: http://dx.doi.org/10.1016/0362-546X(95)00186-Y
Publisher: Pergamon
Resource Type: journal article
Date: 1997
Description: It has long been recognized that the value function plays an important role in optimization. It measures the sensitivity of the problem to perturbations of the objective function and the various constraints. Particularly interesting is the derivative of the value function, a measure of so called “differential stability”. When the value function is differentiable, it plays the role of a multiplier. In the context of dynamic optimization this observation establishes an heuristic relationship between the maximum principle and the dynamic programming approaches. Generally, however, the value function of a constrained optimization problem is far from being differentiable. To obtain a rigorous treatment of these heuristic relations one needs to apply the techniques of nonsmooth analysis.
Subject: Weak Hadamard sub derivatives; Hölder sub derivatives; variational principles; smooth renorms; Clarke subdifferentials
Identifier: http://hdl.handle.net/1959.13/1043682
Identifier: uon:14234
Identifier: ISSN:0362-546X
Language: eng
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