Shortest Path Algorithm in a partial graph

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I am recursively building a graph in java using the graphstream library.. however this graph is so huge so that the recursion is very deep and this ends in stackoverflow. Believe me, even an iteration wouldn't solve my problem.. I will just get a runtime error down the road.

My goal is to use a search algorithm such as Disjktra or A* or whatsoever on the graph in the end.

As I dont have the whole graph, I have been looking in the literature for things such as a shortest path algorithm in a partial maps; use of heuristics I couldn't find much.

I would appreciate it if someone could give me some hints (papers, ideas; an implementation would be a jackpot!!!! :-D) I have looked at algorithms such as PHA* or some others..

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candidson On BEST ANSWER

I know this post is very old... But I solved it back then using a 1990 Algorithm, from Korf, R. E. (1990) "Real-time heuristic search" Can be found here: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.137.1955&rep=rep1&type=pdf