Restricted Limiting Subdifferential and Applications

Authors :: Abderrahim Jourani
Tijani Amahroq
Faculté des Sciences et Techniques Marrakech
Institut de Mathématiques de Bourgogne [Dijon] ( IMB )
Université de Bourgogne ( UB ) -Centre National de la Recherche Scientifique ( CNRS )
Institut de Mathématiques de Bourgogne [Dijon] (IMB)
Centre National de la Recherche Scientifique (CNRS)-Université de Franche-Comté (UFC)
Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université de Bourgogne (UB)
Source :: Vietnam Journal of Mathematics, Vietnam Journal of Mathematics, Springer, 2018, 46 (2), pp.259-269. 〈10.1007/s10013-018-0277-z〉, Vietnam Journal of Mathematics, Springer, 2018, 46 (2), pp.259-269. ⟨10.1007/s10013-018-0277-z⟩
Publication Year :: 2018
Publisher :: HAL CCSD, 2018.
Abstract: International audience; The aim of this note is to introduce a subdifferential in the spirit of the limiting Fréchet 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.

Language :: English
ISSN :: 2305221X and 23052228
Database :: OpenAIRE
Journal :: Vietnam Journal of Mathematics, Vietnam Journal of Mathematics, Springer, 2018, 46 (2), pp.259-269. 〈10.1007/s10013-018-0277-z〉, Vietnam Journal of Mathematics, Springer, 2018, 46 (2), pp.259-269. ⟨10.1007/s10013-018-0277-z⟩
Accession number :: edsair.doi.dedup.....314e7f0e29196f6b506d889d402260ea
Full Text :: https://doi.org/10.1007/s10013-018-0277-z〉