S. Vajda
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Probabilistic Programming (eBook, PDF)

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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 ...

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