{"ID":2868174,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2509.17103","arxiv_id":"2509.17103","title":"Clarke Differentials and the Envelope Theorem in Dynamic Programming","abstract":"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.","short_abstract":"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.","url_abs":"https://arxiv.org/abs/2509.17103","url_pdf":"https://arxiv.org/pdf/2509.17103v2","authors":"[\"Yuhki Hosoya\"]","published":"2025-09-21T14:49:30Z","proceeding":"math.OC","tasks":"[\"math.OC\",\"econ.TH\"]","methods":"[]","has_code":false}