Constraint Aggregation in Infinite-Dimensional Spaces and Applications.

An aggregation technique for constraints with values in Hilbert spaces is suggested. The technique allows to replace the original optimization problem by a sequence of subproblems having scalar or finite-dimensional constraints. Application to optimal control, games and stochastic programming are discussed in detail.

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Year of publication:	1997-08
Authors:	Kryazhimskii, A.V. ; Ruszczynski, A.
Institutions:	International Institute for Applied Systems Analysis (IIASA)

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Extent:	application/pdf application/postscript
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005740169