Cover Image

Probabilistic programming

Show other versions (1)
Bibliographic Details
Main Author: Vajda, S.
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Language Notes:English.
Published: New York, Academic Press, 1972.
Series:Probability and mathematical statistics ; 9.
Subjects:
Stochastic programming.
Production scheduling.
Programming (Mathematics)
Ordonnancement (Gestion)
Programmation (Mathématiques)
Programmation stochastique.
Production scheduling
Stochastic programming
Stochastische Optimierung
Stochastische programmering.
Stochastische processen.
Processos Estocasticos.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Front Cover; Probabilistic Programming; Copyright Page; Table of Contents; Introduction; Chapter I. Stochastic Programming; Parameters; Feasibility and Convexity; Kall's Theorem; Optimality and Convexity; Decision Regions for Optimality; Approximations; Inequalities; Probability Distributions; Chapter II. Decision Problems; A Decision Problem; The Active Approach; Two-Stage Programming under Uncertainty; The Complete Problem; Examples; Discrete Values of bi; The General Case, b Stochastic; Feasibility; Optimality; The General Case, A and b Stochastic; The General Case, b, A, and B Stochastic
  • InequalitiesAppendix; Chapter III. Chance Constraints; Quantile Rules; Joint Probability; Randomized Decisions; P-Model; Nonzero Order Rules; Conditional Quantiles; Appendix I: Linear Programming and Duality; Appendix II: Applications of Stochastic (Probabilistic) Programming in Various Fields (References); References; Index