An optimal investment and consumption model with stochastic returns (Q3077453): Difference between revisions
From MaRDI portal
Latest revision as of 19:56, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An optimal investment and consumption model with stochastic returns |
scientific article |
Statements
An optimal investment and consumption model with stochastic returns (English)
0 references
22 February 2011
0 references
optimal investment
0 references
stochastic returns
0 references
Bayesian method
0 references
Markov decision process
0 references
0 references
0 references