Infinite Dimensional Mathematical Programming

  • Terry L. Friesz
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 135)


In this chapter we are concerned with the generalization of finite-dimensional mathematical programming to infinite-dimensional vector spaces. This topic is pertinent to dynamic optimization because dynamic optimization in continuous time de facto occurs in infinite-dimensional spaces since the variable x (t), even if x is a scalar, has an infinity of values for continuous \(t \in \left[t_0, t_f\right] \subseteq \mathfrak{R}^{1}_{+}\) where t f < t 0.


Hilbert Space Banach Space Variational Inequality Optimal Control Problem Mathematical Program 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Dept. Industrial & Manufacturing EngineeringPennsylvania State UniversityUniversity ParkUSA

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