برنامه‌نویسی احتمالی (احتمال و آمار ریاضی، ۹)

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. Content: Probability and Mathematical Statistics: A Series of Monographs and Textbooks, Page ii Front Matter, Page iii Copyright, Page iv Introduction, Pages vii-ix I - Stochastic Programming, Pages 1-22 II - Decision Problems, Pages 23-73 III - Chance Constraints, Pages 75-103 Appendix I - Linear Programming and Duality, Pages 105-113 Appendix II - Applications of Stochastic (Probabilistic) Programming in Various Fields: (References), Pages 115-117 REFERENCES, Pages 118-124 Index, Pages 125-127