Dynamic Optimisation (Part 1)
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Principle of Optimality - Dynamic Programming
Today we discuss the principle of optimality, an important property that is required for a problem to be considered eligible for dynamic programming solutions.
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Applications of Dynamic Programming in Economics (2/5):The Cake Eating Problem II
In this video I go through a cake eating problem over an infinite horizon. In this video we solve for our time invariant policy functions via the "guess and verify" ...
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Objectives: - Maximize and minimize functions within economics using derivatives.
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Applications of Dynamic Programming in Economics (4/5): The Planner's Problem I
In this video we discuss a example of a planning problem that is solved recursively using value function iteration.
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Machine Learning and Dynamic Optimization Course
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Dynamic Optimization in MATLAB and Python
This tutorial video demonstrates how to solve a benchmark dynamic optimization problem with APMonitor. minimize x2(tf) subject to d(x1)/dt = u d(x2)/dt = x1^2 ...
APMonitor.com
Economic Applications of Stochastic Dynamic Programming (1/3): A Stochastic Cake Eating Problem
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2. Optimization Problems
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Economic Optimization of a Commercial Fishery
Dynamic optimization is used to maximize the revenue from a commercial fishery over a 10 year period.
APMonitor.com
Calculus: Optimisation Economics Science Applications Exam Review Part 1
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Method 1 Dynamic Optimization via Dynamic Programming
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Constrained optimization introduction
See a simple example of a constrained optimization problem and start getting a feel for how to think about it. This introduces the topic of Lagrange multipliers.
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Classification of Optimization Techniques
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Mod-10 Lec-23 Static Optimization: An Overview
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Solving Simple Stochastic Optimization Problems with Gurobi
The importance of incorporating uncertainty into optimization problems has always been known; however, both the theory and software were not up to the ...
Gurobi Optimization
Azure Friday | Azure CDN: Dynamic Site Acceleration
Richard Li joins Scott Hanselman to discuss the new Dynamic Site Acceleration (DSA) optimization for Azure CDN, and how it can be used in combination with ...
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Saving the World Economy: Paul Krugman and Olivier Blanchard in Conversation
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The Graduate Center, CUNY
Social Acceleration, Parametric Optimization and the Resonance Conception
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Faculty of Arts, Aarhus Universitet
Applications of Machine Learning in Supply Chain and Logistics
MIT CTL SC4x course lead David Correll hosts Daniel Merchan from the Megacities Logistics Lab to talk machine learning in SCM. This is part of the MITx ...
MIT Center for Transportation & Logistics
16. Portfolio Management
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MIT OpenCourseWare
Introduction to State Space Models
State space models are a matrix form for linear time-invariant systems. This introduction gives information on deriving a state space model from linear or ...
APMonitor.com
Superoptimizing LLVM
Compilers are caught in a tug-of-war between increasingly exotic architectures and instruction set extensions on one hand, and our desire for advanced ...
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What is an ABI, and Why is Breaking it Bad? - Marshall Clow - CppCon 2020
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CppCon
Warren Powell, "Stochastic Optimization Challenges in Energy"
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JuliaCon 2016 | Economic Modeling at the Federal Reserve Bank of New York | Erica Moszkowski
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The Julia Programming Language
Process Integration & Optimization Using Dynamic System Models
Humberto Garcia and Richard Boardman at Idaho National Laboratory share their latest research on big data and models of hybrid energy systems. In particular ...
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Dynamic Social Network Analysis: Model, Algorithm, Theory, & Application CMU Research Speaker Series
Across the sciences, a fundamental setting for representing and interpreting information about entities, the structure and organization of communities, and ...
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Structured Optimization Modeling with Pyomo and Coopr
Computational tools for modeling mathematical programs are widely used within both academia and industry. Available commercial and open-source modeling ...
APMonitor.com
"The Decision-Making Side of Machine Learning" with Michael I. Jordan
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L3.1 - Introduction to optimal control: motivation, optimal costs, optimization variables
Introduction to optimal control within a course on "Optimal and Robust Control" (B3M35ORR, BE3M35ORR) given at Faculty of Electrical Engineering, Czech ...
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Mathematical Optimization + Machine Learning
Mathematical Optimization and Machine Learning (ML) are different but complementary technologies. Simply put – Mixed Integer Programming (MIP) answers ...
Gurobi Optimization
Lec 1 : Introduction to Optimization
Evolutionary Computation for Single and Multi-Objective Optimization Course URL: https://onlinecourses.nptel.ac.in/noc21_me43/preview Playlist Link: ...
NPTEL IIT Guwahati
Unconstrained Optimization and its application in Economics
This video will teach you about the method of unconstrained optimization and its application in solving problems in economics. This video is in continuation of ...
Click Economics
Stanford Seminar - Dynamic Code Optimization and the NVIDIA Denver Processor
"Dynamic Code Optimization and the NVIDIA Denver Processor" - Nathan Tuck of NVIDIA Colloquium on Computer Systems Seminar Series (EE380) presents ...
stanfordonline
JuliaCon 2016 (Keynote) | Quantitative Macroeconomics in Julia | Nobel Laureate Tom Sargent
Visit http://julialang.org/ to download Julia.
The Julia Programming Language
Build optimization models and turn them into full featured applications with Gurobi and Anaconda
Developers of optimization and prescriptive analytics models often feel that they need to choose between the ease of a modeling language and the power of a ...
Gurobi Optimization
Karush Kuhn Tucker Optimality Conditions
The Karush–Kuhn–Tucker (KKT) conditions (also known as the Kuhn–Tucker conditions) are first order necessary conditions for a solution in nonlinear ...
APMonitor.com
15. Factor Modeling
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Peter ...
MIT OpenCourseWare
Bain Dynamic Marketing Optimization
CMOs have more money to invest—and more data to crunch—than ever before. But they readily admit that much of the $1 trillion they spend globally on ...
Bain & Company