Probabilistic Programming

✍ Scribed by Steven Vajda

• Publisher: Academic Press Inc
• Year: 1972
• Tongue: English
• Leaves: 130
• Series: Probability & Mathematical Statistics Monograph
• Edition: First Edition
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

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