Example:You trade a light-squared bishop for the a-file rook. You find that light squares become a problem. Solution:put the pressure on him by attacking the a-file. If his h-rook moves over, attack the h-file. And if his h-rook moves to row 2 at any time, instantly conquer row 1 and try to windmill.
winning the exchange but losing the battle!

Yes, thank you for your comment. I like the idea of "putting pressure on him" and I am of aware of Capablanca's strategy of simplifying into a winning endgame; but it is the middle game complications that concern me, especially when they are of a closed nature.

Repeatedly checking the opponent's king and picking up material are made all the more easier when the it's a closed game. A rook on the a-file, h-file or row 1 can be deadly in those situations, where many potential defenders are often threatened or trapped.

Very instructive comment Estragon, thank you. I wanted to post a game but don't quite know how to do it. Any instruction on this Pawnupzuzu?
Any advice on how to play a game when you are up on the exchange; specifically when you trade a bishop for rook? I've noticed that the color diagonal of the bishop traded off becomes quite a problem!