Related papers: Directional subdifferential of the value function

We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…

The paper is devoted to developing subdifferential theory for set-valued mappings taking values in ordered infinite-dimensional spaces. This study is motivated by applications to problems of vector and set optimization with various…

We provide a first-order necessary and sufficient condition for optimality of lower semicontinuous functions on Banach spaces using the concept of subdifferential. From the sufficient condition we derive that any subdifferential operator is…

In this paper, we perform sensitivity analysis for the maximal value function which is the optimal value function for a parametric maximization problem. Our aim is to study various subdifferentials for the maximal value function. We obtain…

The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…

The paper concerns multiobjective linear optimization problems in R^n that are parameterized with respect to the right-hand side perturbations of inequality constraints. Our focus is on measuring the variation of the feasible set and the…

A classification of upper semicontinuous, translation and dually epi-translation invariant valuations is established on the space of convex Lipschitz function on $\mathbb{R}$ with compact domain.

This paper explores the application of nonsmooth analysis in the Wasserstein space to finite-horizon optimal control problems for nonlocal continuity equations. We characterize the value function as a strict viscosity solution of the…

In this paper we investigate how the subgradients of the value function of a discrete-time convex Bolza problem evolve over time. In particular, we develop a discrete-time version of the characteristic method introduced by Rockafellar and…

Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…

We propose a method to conduct uniform inference for the (optimal) value function, that is, the function that results from optimizing an objective function marginally over one of its arguments. Marginal optimization is not Hadamard…

We consider the conic linear program given by a closed convex cone in an Euclidean space and a matrix, where vector on the right-hand-side of the constraint system and the vector defining the objective function are subject to change. Using…

The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…

In this article, we investigate some of the fine properties of the value function associated to an optimal control problem in the Wasserstein space of probability measures. Building on new interpolation and linearisation formulas for…

As a complement to two recent papers by An and Yen [An, D.T.V., Yen, N.D.: Differential stability of convex optimization problems under inclusion constraints. Appl. Anal., 94, 108--128 (2015)], and by An and Yao [An, D.T.V., Yao, J.-C.:…

In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by $L^1$-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic…

We investigate the computation of the gradient of the value function in parametric convex optimization problems. We derive general expression for the gradient of the value function in terms of the cost function, constraints and Lagrange…

In the first part of this paper we establish, in terms of so called k-tangential sets, a kind of optimal estimate for the size and structure of the set of non-differentiability of Lipshitz functions with one-sided directional derivatives.…

Let $T>0$ fixed. We consider the optimal control problem for analytic affine systems: $\ds{\dot{x}=f\_0(x)+\sum\_{i=1}^m u\_if\_i(x)}$, with a cost of the form: $\ds{C(u)=\int\_0^T \sum\_{i=1}^m u\_i^2(t)dt}$. For this kind of systems we…

In recent years there has been great interest in variational analysis of a class of nonsmooth functions called the minimal time function. In this paper we continue this line of research by providing new results on generalized…