S. Vajda

Probabilistic Programming (eBook, PDF)

Redaktion: Birnbaum, Z. W.; Lukacs, E.

• Format: PDF

Produktbeschreibung

Probabilistic Programming discusses a high-level language known as probabilistic programming.

This book consists of three chapters. Chapter I deals with "wait-and-see¿ problems that require waiting until an observation is made on the random elements, while Chapter II contains the analysis of decision problems, particularly of so-called two-stage problems. The last chapter focuses on "chance constraints,¿ such as constraints that are not expected to be always satisfied, but only in a proportion of cases or "with given probabilities.¿

This text specifically deliberates the decision regions for optimality, probability distributions, Kall's Theorem, and two-stage programming under uncertainty. The complete problem, active approach, quantile rules, randomized decisions, and nonzero order rules are also covered.

This publication is suitable for developers aiming to define and automatically solve probability models.

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Produktdetails

• Verlag: Elsevier Science & Techn.
• Seitenzahl: 140
• Erscheinungstermin: 3. Juli 2014
• Englisch
• ISBN-13: 9781483268378
• Artikelnr.: 42133394

Autorenporträt

Steven Vajda, Visiting Professor at Sussex University, formerly Professor of Operational Research, Department of Engineering Production, University of Birmingham.