There is no shortage of takes on decision-making in the popular sphere, such as from the social psychology perspectives (see book 1, book 2). While I appreciate reading those authors’ painstaking efforts to back up the arguments with empirical data, I often felt something missing. The statistical associations from typical studies are, at most, statistical associations. Yet, decision-making uncertainty requires us to understand the model and dynamics of the world. Furthermore, there does not seem to be a practical system for decision-making as a means to a good life rooted in sound logic. For those who are mathematically minded, statements like if you do X, you will be 15% happier are certainly cringeworthy.

When I was a Ph.D. student, I studied mathematical optimization and optimal control, which are mathematical frameworks for decision-making for solving applied math problems. What I will be writing here will be (mostly) not about my technical works. Indeed there are already some excellent blogs for researchy optimization and machine learning, e.g., this blog, that blog. Instead, I will present my take on the philosophers’ perennial question: how to live a good life, from a mathematical optimizer’s perspective, in plain math-free English (or Chinese, if needed). As I have been interested in Stoicism, Buddhist meditation, Tao (the teaching of Lao Zi and Zhuang Zi), and the history of worlds, I find it fascinating that ancient wisdom contains many mathematical optimization principles.

As an example, the Stoic Epictetus taught us that we should not worry about things that are out of our control, which in turn releases us from excessive rumination. That is indeed consistent with the principles of optimization and optimal control.

Buckle up, welcome to the the Optimizer’s Guide to a Good Life.