Probabilistic Constrained Programming

Download Probabilistic Constrained Programming full books in PDF, epub, and Kindle. Read online Probabilistic Constrained Programming ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Probabilistic Constrained Optimization

Author : Stanislav Uryasev
Publisher : Springer Science & Business Media
ISBN 13 : 1475731507
Total Pages : 319 pages
Book Rating : 4.4/5 (757 download)

DOWNLOAD NOW!

Book Synopsis Probabilistic Constrained Optimization by : Stanislav Uryasev

Download or read book Probabilistic Constrained Optimization written by Stanislav Uryasev and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

Probabilistic Programming

Author : S. Vajda
Publisher : Academic Press
ISBN 13 : 1483268373
Total Pages : 140 pages
Book Rating : 4.4/5 (832 download)

DOWNLOAD NOW!

Book Synopsis Probabilistic Programming by : S. Vajda

Download or read book Probabilistic Programming written by S. Vajda and published by Academic Press. This book was released on 2014-07-03 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Probabilistic and Randomized Methods for Design under Uncertainty

Author : Giuseppe Calafiore
Publisher : Springer Science & Business Media
ISBN 13 : 1846280958
Total Pages : 454 pages
Book Rating : 4.8/5 (462 download)

DOWNLOAD NOW!

Book Synopsis Probabilistic and Randomized Methods for Design under Uncertainty by : Giuseppe Calafiore

Download or read book Probabilistic and Randomized Methods for Design under Uncertainty written by Giuseppe Calafiore and published by Springer Science & Business Media. This book was released on 2006-03-06 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic and Randomized Methods for Design under Uncertainty is a collection of contributions from the world’s leading experts in a fast-emerging branch of control engineering and operations research. The book will be bought by university researchers and lecturers along with graduate students in control engineering and operational research.

Foundations of Probabilistic Programming

Author : Gilles Barthe
Publisher : Cambridge University Press
ISBN 13 : 110848851X
Total Pages : 583 pages
Book Rating : 4.1/5 (84 download)

DOWNLOAD NOW!

Book Synopsis Foundations of Probabilistic Programming by : Gilles Barthe

Download or read book Foundations of Probabilistic Programming written by Gilles Barthe and published by Cambridge University Press. This book was released on 2020-12-03 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the theoretical underpinnings of modern probabilistic programming and presents applications in e.g., machine learning, security, and approximate computing. Comprehensive survey chapters make the material accessible to graduate students and non-experts. This title is also available as Open Access on Cambridge Core.

Lectures on Stochastic Programming

Author : Alexander Shapiro
Publisher : SIAM
ISBN 13 : 0898718759
Total Pages : 447 pages
Book Rating : 4.8/5 (987 download)

DOWNLOAD NOW!

Book Synopsis Lectures on Stochastic Programming by : Alexander Shapiro

Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.

Optimization Models

Author : Giuseppe C. Calafiore
Publisher : Cambridge University Press
ISBN 13 : 1107050871
Total Pages : 651 pages
Book Rating : 4.1/5 (7 download)

DOWNLOAD NOW!

Book Synopsis Optimization Models by : Giuseppe C. Calafiore

Download or read book Optimization Models written by Giuseppe C. Calafiore and published by Cambridge University Press. This book was released on 2014-10-31 with total page 651 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible textbook demonstrates how to recognize, simplify, model and solve optimization problems - and apply these principles to new projects.

Programming Under Probabilistic Constraint and Maximizing a Probability Under Constraints

Author : A. Prékopa
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (897 download)

DOWNLOAD NOW!

Book Synopsis Programming Under Probabilistic Constraint and Maximizing a Probability Under Constraints by : A. Prékopa

Download or read book Programming Under Probabilistic Constraint and Maximizing a Probability Under Constraints written by A. Prékopa and published by . This book was released on 1993 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Programming Problems with Probability and Quantile Functions

Author : Andreĭ Ivanovich Kibzun
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!

Book Synopsis Stochastic Programming Problems with Probability and Quantile Functions by : Andreĭ Ivanovich Kibzun

Download or read book Stochastic Programming Problems with Probability and Quantile Functions written by Andreĭ Ivanovich Kibzun and published by John Wiley & Sons. This book was released on 1996-08-06 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, urban structures, automaton theory, operational research and industry. The more definite concept of a large-scale system is implicit in these applications, but is particularly evident in fields such as the study of communication networks, computer networks and neural networks. The Wiley-Interscience Series in Systems and Optimization has been established to serve the needs of researchers in these rapidly developing fields. It is intended for works concerned with developments in quantitative systems theory, applications of such theory in areas of interest, or associated methodology. Of related interest Stochastic Programming Peter Kall, University of Zurich, Switzerland and Stein W. Wallace, University of Trondheim, Norway Stochastic Programming is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources. After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming.

Principles and Practice of Constraint Programming

Author : J. Christopher Beck
Publisher : Springer
ISBN 13 : 3319661582
Total Pages : 750 pages
Book Rating : 4.3/5 (196 download)

DOWNLOAD NOW!

Book Synopsis Principles and Practice of Constraint Programming by : J. Christopher Beck

Download or read book Principles and Practice of Constraint Programming written by J. Christopher Beck and published by Springer. This book was released on 2017-08-22 with total page 750 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed conference proceedings of the 23nd International Conference on Principles and Practice of Constraint Programming, CP 2017, held in Melbourne, Australia from August 28, 2017 until September 1, 2017. The conference is colocated with the 20th International Conference on Theory and Applications of Satisfiability Testing (SAT 2017) and the 33rd International Conference on Logic Programming. The 46 revised full papers presented were carefully reviewed and selected from 115 submissions. The scope of the contributions includes all aspects of computing with constraints, including theory, algorithms, environments, languages, models, systems, and applications such as decision making, resource al location, scheduling, configuration, and planning. The papers are grouped into the following tracks: technical track; application track; machine learning & CP track; operations research & CP track; satisfiability & CP track, test and verification & CP track; journal & sister conference track.

Computation of Multivariate Normal and t Probabilities

Author : Alan Genz
Publisher : Springer Science & Business Media
ISBN 13 : 3642016898
Total Pages : 130 pages
Book Rating : 4.6/5 (42 download)

DOWNLOAD NOW!

Book Synopsis Computation of Multivariate Normal and t Probabilities by : Alan Genz

Download or read book Computation of Multivariate Normal and t Probabilities written by Alan Genz and published by Springer Science & Business Media. This book was released on 2009-07-09 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.

New Results Concerning Probabilistic Constrained Programming

Author : DAVAADORJIN MONHOR.
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (134 download)

DOWNLOAD NOW!

Book Synopsis New Results Concerning Probabilistic Constrained Programming by : DAVAADORJIN MONHOR.

Download or read book New Results Concerning Probabilistic Constrained Programming written by DAVAADORJIN MONHOR. and published by . This book was released on 1982 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability and Algorithms

Author : National Research Council
Publisher : National Academies Press
ISBN 13 : 0309047765
Total Pages : 189 pages
Book Rating : 4.3/5 (9 download)

DOWNLOAD NOW!

Book Synopsis Probability and Algorithms by : National Research Council

Download or read book Probability and Algorithms written by National Research Council and published by National Academies Press. This book was released on 1992-02-01 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the hardest computational problems have been successfully attacked through the use of probabilistic algorithms, which have an element of randomness to them. Concepts from the field of probability are also increasingly useful in analyzing the performance of algorithms, broadening our understanding beyond that provided by the worst-case or average-case analyses. This book surveys both of these emerging areas on the interface of the mathematical sciences and computer science. It is designed to attract new researchers to this area and provide them with enough background to begin explorations of their own.

Multistage Stochastic Optimization

Author : Georg Ch. Pflug
Publisher : Springer
ISBN 13 : 3319088432
Total Pages : 309 pages
Book Rating : 4.3/5 (19 download)

DOWNLOAD NOW!

Book Synopsis Multistage Stochastic Optimization by : Georg Ch. Pflug

Download or read book Multistage Stochastic Optimization written by Georg Ch. Pflug and published by Springer. This book was released on 2014-11-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.

Embedded Mechatronic Systems 2

Author : Abdelkhalak El Hami
Publisher : ISTE Press - Elsevier
ISBN 13 : 1785481908
Total Pages : 298 pages
Book Rating : 4.7/5 (854 download)

DOWNLOAD NOW!

Book Synopsis Embedded Mechatronic Systems 2 by : Abdelkhalak El Hami

Download or read book Embedded Mechatronic Systems 2 written by Abdelkhalak El Hami and published by ISTE Press - Elsevier. This book was released on 2020-03-17 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Embedded Mechatronic Systems 2: Analysis of Failures, Modeling, Simulation and Optimization presents advances in research within the field of mechatronic systems, which integrates reliability into the design process. Providing many detailed examples, this book develops a characterization methodology for faults in mechatronic systems. It analyzes the multi-physical modeling of faults, revealing weaknesses in design and failure mechanisms. This development of meta-models enables us to simulate effects on the reliability of conditions of use and manufacture. Provides many detailed examples Develops a characterization methodology for faults in mechatronic systems Analyzes the multi-physical modeling of faults, revealing weaknesses in design and failure mechanisms

Constrained Markov Decision Processes

Author : Eitan Altman
Publisher : Routledge
ISBN 13 : 1351458248
Total Pages : 256 pages
Book Rating : 4.3/5 (514 download)

DOWNLOAD NOW!

Book Synopsis Constrained Markov Decision Processes by : Eitan Altman

Download or read book Constrained Markov Decision Processes written by Eitan Altman and published by Routledge. This book was released on 2021-12-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other.

Stochastic Programming

Author : Peter Kall
Publisher :
ISBN 13 :
Total Pages : 338 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!

Book Synopsis Stochastic Programming by : Peter Kall

Download or read book Stochastic Programming written by Peter Kall and published by . This book was released on 1994 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter.

Computer Aided Verification

Author : Isil Dillig
Publisher : Springer
ISBN 13 : 3030255409
Total Pages : 680 pages
Book Rating : 4.0/5 (32 download)

DOWNLOAD NOW!

Book Synopsis Computer Aided Verification by : Isil Dillig

Download or read book Computer Aided Verification written by Isil Dillig and published by Springer. This book was released on 2019-07-12 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access two-volume set LNCS 11561 and 11562 constitutes the refereed proceedings of the 31st International Conference on Computer Aided Verification, CAV 2019, held in New York City, USA, in July 2019. The 52 full papers presented together with 13 tool papers and 2 case studies, were carefully reviewed and selected from 258 submissions. The papers were organized in the following topical sections: Part I: automata and timed systems; security and hyperproperties; synthesis; model checking; cyber-physical systems and machine learning; probabilistic systems, runtime techniques; dynamical, hybrid, and reactive systems; Part II: logics, decision procedures; and solvers; numerical programs; verification; distributed systems and networks; verification and invariants; and concurrency.