3 papers
math.OC2019
Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes
Boris S. Mordukhovich, Nobusumi Sagara
The main goal of this paper is to apply the machinery of variational analysis and generalized differentiation to study infinite horizon stochastic dynamic programming (DP) with dis…
math.FA2019
Decomposability, Convexity and Continuous Linear Operators in : The Case for Saturated Measure Spaces
Nobusumi Sagara
Motivated by the Lyapunov convexity theorem in infinite dimensions, we extend the convexity of the integral of a decomposable set to separable Banach spaces under the strengthened…
math.OC2019
Optimality Conditions for Nonconvex Variational Problems with Integral Constraints in Banach Spaces
Nobusumi Sagara
This paper exemplifies that saturation is an indispensable structure on measure spaces to obtain the existence and characterization of solutions to nonconvex variational problems w…