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