Sensitivity and Controllability of Systems Governed by Integral Equations Via Proximal Analysis
Canadian journal of mathematics, Tome 45 (1993) no. 5, pp. 1104-1120

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In this paper, we are concerned with the basic problem defined in [9]. Formulas for δV(0)and δ∞V(0),respectively the generalized and asymptotic gradient of the value function at zero, corresponding to an L 2 -additive perturbation of dynamics are given. Under the normality condition, δV(0)turns out to be a compact subset of L2, formed entirely of arcs, and V is locally finite and Lipschitz at 0. Moreover, estimations of the generalized directional derivative and Dini's derivative of V at 0 are derived. Supplementary conditions imply that Dini's derivative of V at 0 exists, and V is actually strictly differentiate at this point.
DOI : 10.4153/CJM-1993-061-0
Mots-clés : 49E25, 93B05, 93B35, 93C22, Optimal control, value function, sensitivity, controllability, proximal normal analysis, generalized gradient, generalized asymptotic gradient, Volterra integral equation
Yezza, A. Sensitivity and Controllability of Systems Governed by Integral Equations Via Proximal Analysis. Canadian journal of mathematics, Tome 45 (1993) no. 5, pp. 1104-1120. doi: 10.4153/CJM-1993-061-0
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