Correction to the first dynamic programming problem for Friday, and a reupload of today's note.
- As those present at the workshop know, I had forgotten the discount factor in the dynamic program problem statement. Please reload.
- I also reuploaded today's note; If you don't see a typeset "YES. Trying to schedule one May 16th" under the p1 headline, please reload. Changes:
- Blacker and hopefully readable.
- Correction p2: points where the gradient of (g-b)^3 is zero.
- pp8-9: a Lagrange multiplier symbol changed into ζ to avoid "reserved letters in finance"
Published Apr. 23, 2019 6:47 PM
- Last modified Apr. 23, 2019 6:47 PM