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Update README.md
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Sinbad-The-Sailor committed Feb 11, 2024
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##### 2. Maximize Expected Utility Domestic Stocks (Model Predictive Control)
$$
\mbox{max} \quad \mathbb{E}\Big[ U\Big( x_1^{\text{cash}} + \sum_{a \in A} p_{1,a}^{\text{mid}} x_{1,a}^{\text{hold}} \Big) \Big]
\mbox{max} \quad \sum_{t=0}^{T-1} U\Big(\sum_{a \ in A} \mathbb{E}[r_{ta}](w_{ta} + z_{ta}) \Big)
$$

$$
x_{1,a}^{\text{hold}} = h_{0,a}^{\text{hold}} + x_{0, a}^{\text{buy}} - x_{0,a}^{\text{sell}} \quad \forall a \in A
w_{t+1,a} = w_{ta} + z_{ta} \quad \forall t \in \{0,\ldots,T-1\} ~ \forall a \in A
$$

$$
x_1^{\text{cash}} \geq 0
\sum_{a \in A} z_{ta} = 0 \quad \forall t \in \{0,\ldots,T-1\}
$$


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