| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 481731 | European Journal of Operational Research | 2009 | 11 Pages |
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
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
B.T. Kien, Y.C. Liou, N.-C. Wong, J.-C. Yao,