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On the accuracy of the deterministic approximation of the Markov model of investment and consumption optimization

Fuente: Zenodo

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Bibliographic Details
Main Authors:	Gordienko, Evgueni, Hernández Iglesias, Adolfo
Format:	Recurso digital
Language:	English
Published:	Zenodo 2025
Subjects:	Optimal investment and consumption policy Markov control process Deterministic approximation of a process Upper bound of the stability index
Online Access:	Acceder al recurso
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