TY  - CHAP
CY  - Germany
ID  - iiasa14139
UR  - https://pure.iiasa.ac.at/id/eprint/14139/
A1  - Flam, S.D.
A1  - Wets, R.J.B.
N2  - 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.
ED  - Arkin, V.I.
ED  - Shiraev, A.
ED  - Wets, R.
M1  - 81
TI  - Finite horizon approximates of infinite horizon stochastic programs
AV  - none
EP  - 350
Y1  - 1986///
PB  - Springer Berlin Heidelberg
SN  - 978-3-540-39841-7
SP  - 339
T2  - Stochastic Optimization
ER  -