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

Table 3

Evolution of optimal consumptions and wealth processes with .

n
0	0.1114	55.7	500
1	0.1238	57.6066	465.3203
2	0.1375	59.1076	429.8738
3	0.1534	59.8102	389.8972
4	0.1729	59.8306	346.0417
5	0.1977	59.9246	303.1092
6	0.2313	59.0432	255.2670
7	0.2798	58.3780	208.6420
8	0.3586	56.7587	158.2786
9	0.5132	53.0666	103.4034