An optimal job, consumption/leisure, and investment policy.

Gyoocheol Shim Yong Hyun Shin

Published in: Oper. Res. Lett. (2014)

Keyphrases

asymptotically optimal
asymptotic optimality
dynamic programming
expected cost
markov decision
decision making
worst case
optimal policy
long run
state dependent
control policy
special case
resource consumption
inventory replenishment