Note on Solving Probabilistic Programming Problems Involving Multi-choice Parameters

被引:1
|
作者
Hung, Kuo-Chen [1 ]
Lin, Scott Shu-Cheng [2 ]
Chu, Chun-Hsiao [3 ]
机构
[1] Hungkuang Univ, Dept Comp Sci & Informat Management, Taichung, Taiwan
[2] Chungyu Inst Technol, Dept Tourism & Travel Management, Keelung, Taiwan
[3] Aletheia Univ, Dept Tourism, New Taipei, Taiwan
关键词
Probabilistic programming; multi-choice programming; non-linear programming; deterministic programming;
D O I
10.1080/09720502.2015.1047606
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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.
引用
收藏
页码:617 / 627
页数:11
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