Constraint Aggregation in Infinite-Dimensional Spaces and Applications [Updated January 1998]

Kryazhimskiy AV & Ruszczynski A (1997). Constraint Aggregation in Infinite-Dimensional Spaces and Applications [Updated January 1998]. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-051

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Abstract

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.

Item Type: Monograph (IIASA Interim Report)
Research Programs: Risk, Modeling, Policy (RMP)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:08
Last Modified: 03 Nov 2016 17:05
URI: http://pure.iiasa.ac.at/5243

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