Summary and Info
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, Kalls 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.
More About the Author
Steven Vajda (August 20, 1901 - December 10, 1995) played an important role in the development of mathematical programming and operational research for more than fifty years.