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Durante cualquier d a , yo podr a tener 0 o 1 porci n de una acci n . El precio de la acci n

Durante cualquier da, yo podra tener 0 o 1 porcin de una accin. El precio de la accin est regido por la cadena de Markov mostrada en la tabla 11. Al comienzo de un dia en el que poseo una parte de la accin, yo podra venderla al precio de hoy o conservarla. Al comienzo del dia en el que no tengo una parte de la accin, yo podra comprar una parte de la accin al precio de hoy o no comprar una porcin. Mi objetivo es maximizar mi ganancia descontada esperada en un horizonte infinito (utilice B -,95).

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