Lecture

Asset Selling Problems

In course
DEMO: officia velit officia
Laboris consectetur laboris cupidatat do aliqua non. Magna cillum ut ipsum anim ea deserunt veniam elit non aliquip culpa voluptate non. Qui in sit aliquip aliqua elit dolor laborum officia pariatur ad ipsum cupidatat. Esse dolor proident enim tempor sit. Ullamco ea nostrud sit velit pariatur.
Login to see this section
Description

This lecture covers asset selling problems where a speculator decides whether to sell a Batcoin each day based on the sale prices. The dynamic program formulation and optimal policy determination are discussed, emphasizing the importance of market conditions and termination states.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Related lectures (32)
Optimal Betting Strategy
Explores the optimal betting strategy in a dynamic programming gambling problem, emphasizing risk preference impact.
Dynamic Programming: Optimal Decision Making
Explores dynamic programming for optimizing decision-making processes over time, using real-world examples like oil extraction and stock trading.
Optimal Detection in Spinodal Systems
Explores optimal detection in spinodal systems, discussing stability analysis and phase transitions.
Asset Selling Problem
Explores the Asset Selling Problem to maximize long-term reward without a deadline.
Controlled Stochastic Processes
Explores controlled stochastic processes, focusing on analysis, behavior, and optimization, using dynamic programming to solve real-world problems.
Show more

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.