Kien, B.T.; Liou, Y.C.; Wong, N.-C.; Yao, J.-C. - In: European Journal of Operational Research 193 (2009) 1, pp. 12-22
We study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Frechet subdifferential of value functions of parametric mathematical programming problems, some...