Clarke Differentials and the Envelope Theorem in Dynamic Programming
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866917106032836608 |
|---|---|
| author | Hosoya, Yuhki |
| author_facet | Hosoya, Yuhki |
| contents | In this paper, we consider a deterministic dynamic programming model, and derive the envelope theorem using the Clarke differential. Compared with previous research, we do not require differentiability, convexity, or boundedness. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_17103 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Clarke Differentials and the Envelope Theorem in Dynamic Programming Hosoya, Yuhki Optimization and Control Theoretical Economics 90C39, 91B55 In this paper, we consider a deterministic dynamic programming model, and derive the envelope theorem using the Clarke differential. Compared with previous research, we do not require differentiability, convexity, or boundedness. |
| title | Clarke Differentials and the Envelope Theorem in Dynamic Programming |
| topic | Optimization and Control Theoretical Economics 90C39, 91B55 |
| url | https://arxiv.org/abs/2509.17103 |