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VII . ARBITRAGE AND HEDGING WITH FIXED INCOME INSTRUMENTS AND CURRENCIES

VII . ARBITRAGE AND HEDGING WITH FIXED INCOME INSTRUMENTS AND CURRENCIES. A. Arbitrage with Riskless Bonds. Riskless bonds can be replicated with portfolios of other riskless bonds if their payments are and made on the same dates.

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Approximate Dynamic Programming and Reinforcement Learning for Nonlinear Optimal Control of Power Systems

Ronald Harley Georgia Institute of Technology ECS-0231632 ECS-0080764. Kumar Venayagamoorthy University of Missouri-Rolla. Approximate Dynamic Programming and Reinforcement Learning for Nonlinear Optimal Control of Power Systems. November 4, 2003.

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323 views • 15 slides

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VII . ARBITRAGE AND HEDGING WITH FIXED INCOME INSTRUMENTS AND CURRENCIES

Approximate Dynamic Programming and Reinforcement Learning for Nonlinear Optimal Control of Power Systems