Research Article
A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
Table 6
Execution time when the initial capital is
with
.
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| 10 | 0.049272 | 0.052132 | 0.049465 | 0.049104 | 0.043670 | 0.049745 | 100 | 0.054473 | 0.055318 | 0.057688 | 0.057867 | 0.058372 | 0.055305 | 500 | 0.075573 | 0.077849 | 0.077799 | 0.076846 | 0.076383 | 0.075571 | 1000 | 0.103749 | 0.101913 | 0.102075 | 0.100861 | 0.103945 | 0.105100 | 5000 | 0.318598 | 0.309353 | 0.315017 | 0.322525 | 0.324265 | 0.331267 | | 0.633060 | 0.664403 | 0.633980 | 0.633952 | 0.635405 | 0.659529 | | 13.339490 | 13.377604 | 13.352550 | 13.475174 | 13.379248 | 13.599737 | | 121.145216 | 122.143420 | 122.275267 | 122.301754 | 122.777018 | 126.004807 | | 703.916410 | 673.852490 | 677.379424 | 681.878394 | 719.429588 | 678.465843 | | 1667.068711 | 1678.713265 | 1664.557272 | 1692.602557 | 1678.639482 | 1716.213704 | | 3152.006812 | 3139.287981 | 3125.031973 | 3083.342423 | 3087.633951 | 3092.678243 | | 4883.265378 | 4877.692400 | 4873.482225 | 4885.997006 | 4992.816111 | 4870.649850 |
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