The extended Ritz method for functional optimization: overview and applications to single-person and team optimal decision problems

DOI10.1080/10556780802328900zbMath1154.49301MaRDI QIDQ3603653

R. Zoppoli, Marco Baglietto, Marcello Sanguineti

Publication date: 18 February 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802328900

zbMATH Keywords

dynamic programming; curse of dimensionality; dynamic routing; suboptimal solutions; stochastic \(T\)-stage decision problems; water reservoirs management

Mathematics Subject Classification ID

49M15: Newton-type methods

49N35: Optimal feedback synthesis

91A12: Cooperative games

49J30: Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)

41A25: Rate of convergence, degree of approximation

91A35: Decision theory for games

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