Lectures related to Asset Selling Problems

Markov Decision Processes: Foundations of Reinforcement Learning

Covers Markov Decision Processes, their structure, and their role in reinforcement learning.

Advanced Machine Learning: Discrete Reinforcement Learning

Introduces the basics of Reinforcement Learning, covering discrete states, actions, policies, value functions, MDPs, and optimal policies.

Market Failures: Negative Externalities

Explores market failures due to negative externalities and distorted incentives, offering strategies for addressing these issues.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Land Incidence: Economics of Soil and Real Estate MOOC: Soil and Real Estate Economics II

Explores land incidence and its impact on property prices, revealing the complexities of real estate economics.

Market Failures: Innovation Challenges

Explores the impact of market failures on innovation challenges and financing difficulties for small firms.

Policy Iteration and Linear Programming in MDPs

Discusses policy iteration and linear programming methods for solving Markov Decision Processes.

Innovation Policy: Market Failures and Strategies

Explores innovation policy, market failures, policy instruments, R&D impact, and healthcare innovations.

Dynamic Programming: Optimal Control Log in to Mediaspace to watch this video

Explores Dynamic Programming for optimal control, focusing on stability, stationary policy, and recursive solutions.

Market Regulation: External Benefits and Subsidies Log in to Mediaspace to watch this video

Examines market regulation, focusing on external benefits and the effects of subsidies on equilibrium price and quantity.

Stochastic Optimal Control: Martingale Theorem Log in to Mediaspace to watch this video

Explores Stochastic Optimal Control, emphasizing Optimal Consumption and Investment, the Martingale Representation Theorem, and the Verification Theorem.

Controlled Stochastic Processes Log in to Mediaspace to watch this video

Explores controlled stochastic processes, focusing on analysis, behavior, and optimization, using dynamic programming to solve real-world problems.

Asset Selling Problem Log in to Mediaspace to watch this video

Explores the Asset Selling Problem to maximize long-term reward without a deadline.

Asset Selling: Optimal Revenue Policy Log in to Mediaspace to watch this video

Explores asset selling dynamics, optimal revenue policy, acceptance thresholds, and commodity price impact.

Dynamic Programming: Optimal Decision Making Log in to Mediaspace to watch this video

Explores dynamic programming for optimizing decision-making processes over time, using real-world examples like oil extraction and stock trading.

Dynamic Programming: Optimal Control Log in to Mediaspace to watch this video

Explores Dynamic Programming for optimal control, covering machine replacement, Markov chains, control policies, and linear quadratic problems.

Introduction to Reinforcement Learning: Key Concepts and Applications Log in to Mediaspace to watch this video

Introduces reinforcement learning, covering its definitions, applications, and theoretical foundations, while outlining the course structure and objectives.

Bidding Strategies: Game Theory & Market Power Log in to Mediaspace to watch this video

Covers bidding strategies, Game Theory, Nash equilibrium, system security, ancillary services, and market power in power systems.

Tradable Quotas: Market Dynamics and Efficiency Log in to Mediaspace to watch this video

Covers the dynamics of tradable quotas in Zelandia's coal market, focusing on efficiency and market equilibrium.

Optimal Control Theory: Basics Log in to Mediaspace to watch this video

Covers the fundamentals of optimal control theory, focusing on defining OCPs, existence of solutions, performance criteria, physical constraints, and the principle of optimality.