Abstract
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.
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Friesz, T.L. (2010). Infinite Dimensional Mathematical Programming. In: Dynamic Optimization and Differential Games. International Series in Operations Research & Management Science, vol 135. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-72778-3_4
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