Note on Solving Probabilistic Programming Problems Involving Multi-Choice Parameters
Journal of Interdisciplinary Mathematics/Journal of interdisciplinary mathematics(2015)
摘要
We study the probabilistic programming problems with multi-choice parameters proposed by Acharya and Biswal (2011) that was published in Opsearch. We point out that the multi-choice parameters can be simplified to avoid the complicated solution procedure proposed by Acharya and Biswal (2011). We use the same numerical example of Acharya and Biswal (2011) to demonstrate that our simplification is effective to derive better minimum.
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关键词
Probabilistic programming,multi-choice programming,non-linear programming,deterministic programming
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