An optimal consumption-investment problem for factor-dependent models
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Functional limit theorems; invariance principles (60F17) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Consumer behavior, demand theory (91B42) Optimal stochastic control (93E20)
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