Envelope theorems for static optimization and calculus of variations
Optimization and Control
2021-08-25 v1
Abstract
We establish differentiability properties of the value function of problems of Static Optimization in an abstract infinite dimensional setting and we apply that to problems of Calculus of Variations. We lighten the assumptions of existing results, notably by using G{\^a}teaux and Hadamard differentials. Moreover we use recently established Multipliers Rules.
Keywords
Cite
@article{arxiv.2108.10571,
title = {Envelope theorems for static optimization and calculus of variations},
author = {Joël Blot and Hasan Yilmaz},
journal= {arXiv preprint arXiv:2108.10571},
year = {2021}
}