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

DOI10.1080/10556780802328900zbMath1154.49301OpenAlexW2052139180MaRDI 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 programmingcurse of dimensionalitydynamic routingsuboptimal solutionsstochastic \(T\)-stage decision problemswater reservoirs management

Mathematics Subject Classification ID

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

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