Online veröffentlicht: 09. Juni 2023
Seitenbereich: 1 - 15
Akzeptiert: 26. Feb. 2023
DOI: https://doi.org/10.2478/foli-2023-0001
Schlüsselwörter
© 2023 El Akraoui Bouchra et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 International License.
Research background
Markov Decision Processes (
Purpose
This study investigates non-stationary finite-horizon
Research methodology
To consider the fluctuations of rewards with time, the authors define new nonstationary finite-horizon
Results
The proposed method calculates the optimal values of the investment to maximize its expected total return with consideration of the time value of money.
Novelty
No existing studies have before examined dynamic finite-horizon problems that account for temporal fluctuations in rewards.