https://pure.iiasa.ac.at/id/eprint/14139 2021-08-27T17:41:43Z info:eu-repo/semantics/descriptiveMetadata https://pure.iiasa.ac.at/id/eprint/14139/ Finite horizon approximates of infinite horizon stochastic programs Flam, S.D. Wets, R.J.B. 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. Springer Berlin Heidelberg Arkin, V.I. Shiraev, A. Wets, R. 1986 Book Section PeerReviewed 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>. 10.1007/BFb0007111 10.1007/BFb0007111 10.1007/BFb0007111 info:eu-repo/semantics/humanStartPage