Iterative Aggregation

  • Vladimir Tsurkov
Part of the Applied Optimization book series (APOP, volume 51)

Abstract

The proposed approach constructs an iterative process, at every step of which a macroproblem is solved that is simpler than the original problem because of its lower dimension. Aggregation weights are then updated, and the procedure passes to the next step. In Section 1, this method is based on the input—output model. The generalizing monograph [4] presents the description of an efficient application of various modifications of iterative aggregation to real models in economics.

Keywords

Optimal Control Problem Original Problem Coordinate Problem Pontryagin Maximum Principle Aggregate Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References to Chapter 2

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Copyright information

© Springer Science+Business Media Dordrecht 2001

Authors and Affiliations

  • Vladimir Tsurkov
    • 1
  1. 1.Computing CenterRussian Academy of SciencesMoscowRussia

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