Restricted Limiting Subdifferential and Applications
| Affiliation auteurs | Affiliation ok |
| Titre | Restricted Limiting Subdifferential and Applications |
| Type de publication | Journal Article |
| Year of Publication | 2018 |
| Auteurs | Amahroq T, Jourani A |
| Journal | VIETNAM JOURNAL OF MATHEMATICS |
| Volume | 46 |
| Pagination | 259-269 |
| Date Published | JUN |
| Type of Article | Article |
| ISSN | 2305-221X |
| Mots-clés | Dynamic programming, Frechet subdifferential, Lojasiewicz inequality, Restricted subdifferential, Subanalytic function, Value function |
| Résumé | The aim of this note is to introduce a subdifferential in the spirit of the limiting Frechet subdifferential. Chain rules are established and several properties are given. We use this subdifferential to compute the subdifferential of subanalytic functions and the value function. An application to discrete infinite horizon dynamic programming is provided. |
| DOI | 10.1007/s10013-018-0277-z |