| 来源类型 | Book Section |
| DOI | 10.1007/BFb0007111 |
| Finite horizon approximates of infinite horizon stochastic programs. | |
| Flam SD; Wets RJB; Arkin, V.I.; Shiraev, A.; Wets, R. | |
| 发表日期 | 1986 |
| 出处 | Stochastic Optimization. Eds. Arkin, V.I. , Shiraev, A. & Wets, R. , pp. 339-350 Germany: Springer Berlin Heidelberg. ISBN 978-3-540-39841-7 DOI: 10.1007/BFb0007111 . |
| 出版年 | 1986 |
| 语种 | 英语 |
| 摘要 | 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. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/14139/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/133080 |
| 推荐引用方式 GB/T 7714 | Flam SD,Wets RJB,Arkin, V.I.,et al. Finite horizon approximates of infinite horizon stochastic programs.. 1986. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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