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Kryazhimskiy, A.V. & 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: | 27 Aug 2021 17:16 |
| URI: | https://pure.iiasa.ac.at/5243 |
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