An optimal investment and consumption model with stochastic returns (Q3077453): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:48, 3 February 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
