Constraint aggregation in infinite-dimensional spaces and applications

Kryazhimskiy AV & Ruszczynski A (2001). Constraint aggregation in infinite-dimensional spaces and applications. Mathematics of Operations Research 26 (4): 769-795. DOI:10.1287/moor.26.4.769.10009.

Full text not available from this repository.


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

Item Type: Article
Uncontrolled Keywords: Constrained optimization in vector spaces; Aggregation; Optimal control; Games; Stochastic programming
Research Programs: Dynamic Systems (DYN)
Bibliographic Reference: Mathematics of Operations Research; 26(4):769-795 (1 November 2001)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:13
Last Modified: 26 Feb 2016 10:19

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313