I mostly write about fun, optimization-related topics. I also write about blockchain-related topics for work; these posts are collected here.
Prices are a communications mechanism for economic systems. The proof is in the math.
How to allocate resources through dynamic pricing.
We use Newton's method to find solutions to Pell's equation
We use convex optimization to derive Markov's inequality.
We transform nonconvex optimization problems with fractional objectives into equivalent convex formulations.
Some resources to help you get started with Julia.
We use convex optimization to construct highly-customizable prior distributions in a computationally tractable way.