A consumption-investment problem modelled as a discounted Markov decision process (Q2892535)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A consumption-investment problem modelled as a discounted Markov decision process |
scientific article; zbMATH DE number 6047595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consumption-investment problem modelled as a discounted Markov decision process |
scientific article; zbMATH DE number 6047595 |
Statements
18 June 2012
0 references
discounted Markov decision processes
0 references
differentiable value function
0 references
differentiable optimal policy
0 references
stochastic Euler equation
0 references
consumption and investment problems
0 references
0 references
0 references
0 references
A consumption-investment problem modelled as a discounted Markov decision process (English)
0 references
