Research Article
A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
Table 3
Evolution of optimal consumptions and wealth processes with
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| 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 |
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