Stochastic Target Hitting Time and the Problem of Early Retirement
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(18)- Optimal portfolio, consumption and retirement decision under a preference change
- Markov decision processes with average-value-at-risk criteria
- Time consistent dynamic risk measures
- The optimal portfolios based on a modified safety-first rule with risk-free saving
- Stochastic sequential assignment problem with threshold criteria
- Constrained Markov decision processes with first passage criteria
- Risk-constrained reinforcement learning with percentile risk criteria
- Maximizing the probability of attaining a target prior to extinction
- Nonstationary Markov decision processes with risk probability criteria
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem
- Threshold probability of non-terminal type in finite horizon Markov decision processes
- Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
- Partially observable discrete-time stochastic games under risk probability criterion
- The minimal hitting probability of continuous-time controlled Markov systems with countable states
- Discrete-time partially observable stopping games with a risk probability criterion
- Nonzero-sum stochastic games with probability criteria
- A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
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