An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach.
Yong Hyun ShinJung Lim KooKum-Hwan RohPublished in: Math. Model. Anal. (2018)
Keyphrases
- dynamic programming
- optimal control
- optimal solution
- decision making
- optimality criteria
- stereo matching
- utility function
- state space
- constraint satisfaction
- pairwise
- single machine
- objective function
- exhaustive search
- global constraints
- linear programming
- optimal policy
- decision variables
- locally optimal
- electricity consumption
- data sets