"A consumption-investment problem modelled as a discounted Markov decision ..."

Hugo Cruz-Suárez, Raúl Montes-de-Oca, Gabriel Zacarías-Espinoza (2011)

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access: open

type: Journal Article

metadata version: 2021-02-17

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Hugo Cruz-Suárez, Raúl Montes-de-Oca, Gabriel Zacarías-Espinoza:
A consumption-investment problem modelled as a discounted Markov decision process. Kybernetika 47(6): 909-929 (2011)

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