Full Text: PDF
DOI: 10.23952/cot.2027.1
Received June 3, 2025; Accepted November 27, 2025; Published online July 1, 2026
Abstract. In this paper, we consider a deterministic dynamic programming model, and derive the envelope theorem by using the Clarke differential. Comparing with previous research, we do not require differentiability, convexity, or boundedness.
How to Cite this Article:
Y. Hosoya, Clarke differentials and the envelope theorem in dynamic programming, Commun. Optim. Theory 2027 (2027) 1.