Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem

摘要

This paper studies the first-order behavior of the value function of a parametric optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Fr,chet subdifferential of the value function of a parametric minimization problem, we derive a formula for computing the Fr,chet subdifferential of the value function to a parametric optimal control problem. The obtained results improve and extend some previous results.