eprintid: 14139
rev_number: 6
eprint_status: archive
userid: 5
dir: disk0/00/01/41/39
datestamp: 2016-12-13 10:45:06
lastmod: 2021-08-27 17:41:43
status_changed: 2016-12-13 10:45:06
type: book_section
metadata_visibility: show
item_issues_count: 1
creators_name: Flam, S.D.
creators_name: Wets, R.J.B.
creators_id: 8081
creators_id: AL1370
title: Finite horizon approximates of infinite horizon stochastic programs
ispublished: pub
divisions: prog_opt
abstract: 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.
date: 1986
date_type: published
publisher: Springer Berlin Heidelberg
id_number: 10.1007/BFb0007111
creators_browse_id: 1255
creators_browse_id: 2512
creators_browse_id: 1693
creators_browse_id: 2512
full_text_status: none
volume: 81
place_of_pub: Germany
pagerange: 339-350
refereed: TRUE
isbn: 978-3-540-39841-7
book_title: Stochastic Optimization
editors_name: Arkin, V.I.
editors_name: Shiraev, A.
editors_name: Wets, R.
editors_id: AL0010
editors_id: AL1370
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/bookPart
citation:   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>.