3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.OC2018
Metric regularity under Gâteaux differentiability with applications to optimization and stochastic optimal control problems
Abderrahim Jourani, Francisco J. Silva
The main objective of this work is to study the existence of Lagrange multipliers for infinite dimensional problems under Gâteux differentiability assumptions on the data. Our inve…
math.OC2014★ 3 cited
Some sensitivity results in stochastic optimal control: A Lagrange multiplier point of view
Julio Backhoff, Francisco Silva
In this work we provide a first order sensitivity analysis of some parameterized stochastic optimal control problems. The parameters can be given by random processes. The main tool…