A consumption-investment problem modelled as a discounted Markov decision process

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. [doi]

Authors

Hugo Cruz-Suárez

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Raúl Montes-De-Oca

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Gabriel Zacarías-Espinoza

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