Research Article
A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
Table 5
Execution time when the initial capital is
with interest rate
.
| | | | | | | |
| 10 | 0.050062 | 0.048707 | 0.054327 | 0.051612 | 0.050601 | 0.053460 | 100 | 0.056088 | 0.054150 | 0.056277 | 0.055459 | 0.058522 | 0.055845 | 500 | 0.099138 | 0.076228 | 0.078427 | 0.076178 | 0.086510 | 0.076396 | 1000 | 0.100892 | 0.100931 | 0.102464 | 0.123535 | 0.101802 | 0.099619 | 5000 | 0.310558 | 0.309741 | 0.310388 | 0.310815 | 0.341130 | 0.333053 | | 0.618441 | 0.615198 | 0.608787 | 0.637477 | 0.621824 | 0.642265 | | 13.093003 | 13.232268 | 13.166819 | 13.687877 | 13.141081 | 13.313620 | | 122.116643 | 119.764554 | 120.755948 | 118.576175 | 117.964425 | 121.325280 | | 672.962272 | 672.426565 | 666.151385 | 672.633024 | 691.408851 | 664.868904 | | 1748.292227 | 1664.120637 | 1661.067992 | 1674.360970 | 1736.790331 | 1655.110682 | | 3088.896357 | 3096.60148 | 3076.610124 | 3220.860891 | 3111.967192 | 3083.480288 | | 4937.231332 | 4897.388811 | 4900.308728 | 5013.495808 | 4955.127375 | 4916.801511 |
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