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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.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…