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

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Bibliographic Details
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 Mathematics
discipline_facet Mathematics
format Online Article
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genre Journal Article
id rss_article:62690
institution FRELIP
journal_source_facet Advances in Operations Research
last_indexed 2026-06-20T21:27:21.959Z
publishDate 2022
publishDateSort 2022
record_format rss_article
spellingShingle A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
Mathematics
General
Mathematics
sub_discipline_display General
sub_discipline_facet General
subject_display Mathematics
General
Mathematics
subject_facet Mathematics
General
Mathematics
title A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_alt Un problema de consumo e inversión mediante un enfoque de procesos de decisión de Markov con horizonte aleatorio
Un problème de consommation et d'investissement via une approche de processus de décision markovien avec horizon aléatoire
Um Problema de Consumo e Investimento via Abordagem de Processos de Decisão de Markov com Horizonte Aleatório
title_auth A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
title_es_txt Un problema de consumo e inversión mediante un enfoque de procesos de decisión de Markov con horizonte aleatorio
title_fr_txt Un problème de consommation et d'investissement via une approche de processus de décision markovien avec horizon aléatoire
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_pt_txt Um Problema de Consumo e Investimento via Abordagem de Processos de Decisão de Markov com Horizonte Aleatório
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
General
Mathematics
url https://www.hindawi.com/journals/aor/2022/3184610/