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| Category | Assignment | Subject | Management |
|---|---|---|---|
| University | Murdoch University | Module Title | ETF3480-ETF5480 Optimisation for Managers |
| Academic Year | 2025 |
|---|
1. (a) What are the 5 elements of the mathematical modelling framework of a sequential decision problem?
(b) What is the difference between policy search and lookahead policies?
2. Modelling the selling of a single share of a stock
The questions below walk you through the steps of modelling the selling of an asset.
(a) Assume that you are simulating your prices using data from a mathematical model given by
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