RT Book, Section
SR 00
ID 10.1007/BFb0007111
A1 Flam, S.D.
A1 Wets, R.J.B.
T1 Finite horizon approximates of infinite horizon stochastic programs
YR 1986
FD 1986
VO 81
SP 339
OP 350
AB 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.
A2 Arkin, V.I.
A2 Shiraev, A.
A2 Wets, R.
T2 Stochastic Optimization
PB Springer Berlin Heidelberg
PP Germany
SN 978-3-540-39841-7
AV Published
LK https://pure.iiasa.ac.at/id/eprint/14139/