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"A consumption-investment problem modelled as a discounted Markov decision ..."
Hugo Cruz-Suárez, Raúl Montes-de-Oca, Gabriel Zacarías-Espinoza (2011)
- 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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