English, Article, Journal or magazine article edition: Constraint Aggregation in Infinite-Dimensional Spaces and Applications. A.V. Kryazhimskii; A. Ruszczynski

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Bookmark: http://trove.nla.gov.au/version/138038
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Constraint Aggregation in Infinite-Dimensional Spaces and Applications.
Author
  • A.V. Kryazhimskii
  • A. Ruszczynski
Physical Description
  • preprint
Notes
  • 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.
  • RePEc:wop:iasawp:ir97051
Language
  • English
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