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A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon

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Published in:Advances in Operations Research
Format: Online Article RSS Article
Published: 2022
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container_title Advances in Operations Research
description
discipline_display Natural Sciences
discipline_facet Natural Sciences
format Online Article
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genre Journal Article
id rss_article:16705
institution FRELIP
journal_source_facet Advances in Operations Research
publishDate 2022
publishDateSort 2022
record_format rss_article
spellingShingle A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
Mathematics
Natural Sciences — Mathematical Sciences
Natural Sciences
sub_discipline_display Natural Sciences — Mathematical Sciences
sub_discipline_facet Natural Sciences — Mathematical Sciences
subject_display Mathematics
Natural Sciences — Mathematical Sciences
Natural Sciences
Mathematics
Natural Sciences — Mathematical Sciences
Natural Sciences
subject_facet Mathematics
Natural Sciences — Mathematical Sciences
Natural Sciences
title A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_auth A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_full A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_fullStr A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_full_unstemmed A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_short A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_sort a consumption and investment problem via a markov decision processes approach with random horizon
topic Mathematics
Natural Sciences — Mathematical Sciences
Natural Sciences
url https://www.hindawi.com/journals/aor/2022/3184610/