Directional Subdifferentials of the Value Function in Asplund Spaces
Abstract
Directional subdifferentials of the value function provide a quantitative measure of optimal value response to perturbations. While existing results are largely limited to finite-dimensional settings, this paper develops a comprehensive variational framework in Asplund spaces. We establish essential directional calculus rules, extending directional nonsmooth analysis to infinite dimensions. To address the lack of compactness of bounded sets in infinite-dimensional spaces, we introduce a new dire...
Description / Details
Directional subdifferentials of the value function provide a quantitative measure of optimal value response to perturbations. While existing results are largely limited to finite-dimensional settings, this paper develops a comprehensive variational framework in Asplund spaces. We establish essential directional calculus rules, extending directional nonsmooth analysis to infinite dimensions. To address the lack of compactness of bounded sets in infinite-dimensional spaces, we introduce a new directional condition, under which we derive upper estimates for directional limiting and singular subdifferentials of the value function. These results provide a refined analytical foundation for sensitivity analysis in infinite-dimensional hierarchical systems.
Source: arXiv:2608.20241v1 - http://arxiv.org/abs/2608.20241v1 PDF: https://arxiv.org/pdf/2608.20241v1 Original Link: http://arxiv.org/abs/2608.20241v1
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Aug 21, 2026
Mathematics
Mathematics
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