Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110)
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scientific article; zbMATH DE number 6440021
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| English | Optimal consumption and investment problem with random horizon in a BMAP model |
scientific article; zbMATH DE number 6440021 |
Statements
Optimal consumption and investment problem with random horizon in a BMAP model (English)
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26 May 2015
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optimal consumption and investment
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random horizon
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BMAP
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Bellman equation
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Markov decision process
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0.8267500400543213
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0.7803601622581482
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0.7741766571998596
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0.766499400138855
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