Question: Probabilistic Dynamic Programming 2. Dennis wants to sell his 10,000 shares of stock with the Zenith Corporation within the next three trading days. The price

Probabilistic Dynamic Programming

2. Dennis wants to sell his 10,000 shares of stock with the Zenith Corporation within the next three trading days. The price of a share fluctuates between P2000 and P2200. At any given day, there is a 30% chance that the price of each share is P2000..45% that this price is P2100, and 25% that it is P2200. Use DP to find Dennis' optimal trading policy, assuming that he sells all of his 10,000 shares in one trade. 2. Dennis wants to sell his 10,000 shares of stock with the Zenith Corporation within the next three trading days. The price of a share fluctuates between P2000 and P2200. At any given day, there is a 30% chance that the price of each share is P2000..45% that this price is P2100, and 25% that it is P2200. Use DP to find Dennis' optimal trading policy, assuming that he sells all of his 10,000 shares in one trade

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