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• A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon.

  Authors:Octavio Paredes Pérez, Víctor Hugo Vázquez Guevara, and Hugo Cruz-SuárezFrom:Advances in Operations Research (Vol. 2022) Peer-Reviewed

  June 7, 20226,443 words Article 1240LThis work is devoted to a consumption and investment problem, in which there is an investor with certain initial wealth with the possibility of deciding how much of such wealth will be consumed and how much will be...