WebMDP model: I state is x t= (q t;p t) I stage cost is negative revenue I terminal cost is g T(0) = 0; T( q) = 1for 6= 0 I (trading) policy gives number of assets to buy (sell) as function of time t, current holdings q t, and price p t I presumably, good policy buys when p tis low and sells when tis high 19 Web74.6k Followers, 606 Following, 44 Posts - See Instagram photos and videos from DJ LV MDP (@djlvmdpofc) 74.6k Followers, 606 Following, 44 Posts - See Instagram ...
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