Joint Optimization at Lunch - by Lydia Nottingham
lydianottingham.substack.com · 153 words · saved by 1 readers
two-stage, deterministic, finite-action Bellman problem
I recently got lunch with Jo Jiao, who jointly optimized her utility function over main-dessert pairs, running: This contrasts with the greedy sequential optimization I usually run: Jo might’ve run backward induction: Here are some other algorithms Jo might’ve implemented — ordered from most to least computationally expensive: Backward induction finds the same optimal solution as joint enumeration, but is easier on working memory: We get the Bellman-optimal solution: How much value have I been forfeiting? I would say the most significant term is whether I have room for dessert at all,…
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