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 .


100.0492720.0521320.0494650.0491040.0436700.049745
1000.0544730.0553180.0576880.0578670.0583720.055305
5000.0755730.0778490.0777990.0768460.0763830.075571
10000.1037490.1019130.1020750.1008610.1039450.105100
50000.3185980.3093530.3150170.3225250.3242650.331267
0.6330600.6644030.6339800.6339520.6354050.659529
13.33949013.37760413.35255013.47517413.37924813.599737
121.145216122.143420122.275267122.301754122.777018126.004807
703.916410673.852490677.379424681.878394719.429588678.465843
1667.0687111678.7132651664.5572721692.6025571678.6394821716.213704
3152.0068123139.2879813125.0319733083.3424233087.6339513092.678243
4883.2653784877.6924004873.4822254885.9970064992.8161114870.649850