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

DOI10.1080/10556780802328900MaRDI QIDQ3603653zbMATH OpenOpenAlexFDO

Authors M. Baglietto, R. Zoppoli, Marcello Sanguineti

Publication date 18 February 2009

Published in Optimization Methods \& Software (Search for Journal in Brave)

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

zbMATH Keywords

curse of dimensionalitydynamic programmingdynamic routingsuboptimal solutionsstochastic \(T\)-stage decision problemswater reservoirs management

Mathematics Subject Classification ID

Cooperative games (91A12) Decision theory for games (91A35) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Newton-type methods (49M15) Rate of convergence, degree of approximation (41A25) Optimal feedback synthesis (49N35)

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Cited in

(9)

• On the curse of dimensionality in the Ritz method
• A comparison between fixed-basis and variable-basis schemes for function approximation and functional optimization
• Estimates of variation with respect to a set and applications to optimization problems
• Approximation schemes for functional optimization problems
• Optimization based on quasi-Monte Carlo sampling to design state estimators for non-linear systems
• Epsilon penalty method combined with an extension of the Ritz method for solving a class of fractional optimal control problems with mixed inequality constraints
• Combination of epsilon and Ritz methods with multiscaling basis for solving a class of fractional optimal control problems
• scientific article; zbMATH DE number 2068027 (Why is no real title available?)
• Approximating networks and extended Ritz method for the solution of functional optimization problems

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