Research Article
A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon
Table 4
Evolution of optimal consumptions and wealth processes with
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| 0 | 0.1144 | 114.4 | 1000 | 1 | 0.1233 | 114.6273 | 929.6625 | 2 | 0.1341 | 114.7768 | 855.9050 | 3 | 0.1476 | 114.8599 | 778.1837 | 4 | 0.1650 | 114.9040 | 696.3884 | 5 | 0.1881 | 114.8943 | 610.8150 | 6 | 0.2205 | 114.8113 | 520.6865 | 7 | 0.2691 | 114.7476 | 426.4125 | 8 | 0.3501 | 114.5821 | 327.2842 | 9 | 0.5122 | 114.2206 | 223.0001 |
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