Before revision:  We incorporate a Markovian signal in the optimal trading framework which was initially proposed by Gatheral, Schied, and Slynko [ 20 ] and provide results on the existence and uniqueness of an optimal trading strategy.
After revision:  We incorporate a Markovian signal in the optimal trading framework which was initially proposed by Gatheral, Schied, and Slynko [ 21 ] and provide results on the existence and uniqueness of an optimal trading strategy.