Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment problem with random horizon in a BMAP model |
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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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