Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem

Abstract

<p style='text-indent:20px;'>This paper deals with the generalized Clarke epiderivative of the extremum multifunction of a multi-objective parametric convex discrete optimal control problem with linear state equations and control constraints. By establishing an abstract result on the generalized epiderivative of the extremum multifunction of a multi-objective parametric convex mathematical programming problem, we derive a formula for computing the generalized Clarke epiderivative of the extremum multifunction to a multi-objective parametric convex discrete optimal control problem. Examples are given to illustrate the obtained results.</p>