Constraint Aggregation in Infinite-Dimensional Spaces and Applications
نویسندگان
چکیده
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. Applications to optimal control, games and stochastic programming are discussed in detail.
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ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 26 شماره
صفحات -
تاریخ انتشار 2001