relation: https://pure.iiasa.ac.at/id/eprint/14139/
title: Finite horizon approximates of infinite horizon stochastic programs
creator: Flam, S.D.
creator: Wets, R.J.B.
description: This paper deals with approximation schemes for infinite horizon, discrete time, stochastic optimization problems. We construct finite horizon approximates that yield upper and lower estimates and whose optimal solutions converge to long-term optimal trajectories. The results extend those of [3] from the deterministic case to the stochastic.
publisher: Springer Berlin Heidelberg
contributor: Arkin, V.I.
contributor: Shiraev, A.
contributor: Wets, R.
date: 1986
type: Book Section
type: PeerReviewed
identifier:   Flam, S.D. <https://pure.iiasa.ac.at/view/iiasa/1255.html> & Wets, R.J.B. <https://pure.iiasa.ac.at/view/iiasa/2512.html>  (1986).  Finite horizon approximates of infinite horizon stochastic programs.    In:  Stochastic Optimization. Eds. Arkin, V.I. <https://pure.iiasa.ac.at/view/iiasa/1693.html>, Shiraev, A., & Wets, R. <https://pure.iiasa.ac.at/view/iiasa/2512.html>, pp. 339-350 Germany: Springer Berlin Heidelberg.  ISBN 978-3-540-39841-7 10.1007/BFb0007111 <https://doi.org/10.1007/BFb0007111>.     
relation: 10.1007/BFb0007111
identifier: 10.1007/BFb0007111
doi: 10.1007/BFb0007111