A consumption and investment problem via a Markov decision processes approach with random horizon

DOI10.1155/2022/3184610zbMath1493.90081OpenAlexW4281638253MaRDI QIDQ2153961

V. Vázquez-Guevara, Octavio Paredes Pérez, Hugo Cruz-Suárez

Publication date: 13 July 2022

Published in: Advances in Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/3184610

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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