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arXiv 0903.1152cs.AI
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随机约束规划

Stochastic Constraint Programming

Cork Constraint Computation Centre(科克约束计算中心);University College Cork(科克大学学院)

Toby Walsh

摘要:

为了模拟涉及不确定性和概率的组合决策问题,我们引入了随机约束规划。随机约束程序包含决策变量(我们可以设置)和随机变量(遵循概率分布)。它们结合了传统的约束满足,随机整数规划和随机可满足性的最佳功能。我们给出了随机约束规划的一个语义,并提出了一些完整的算法和近似程序。最后,我们讨论了一些扩展的随机约束规划放松各种假设,如随机变量之间的独立性,并比较与其他方法的决策下的不确定性。

英文摘要:

To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables (which follow a probability distribution). They combine together the best features of traditional constraint satisfaction, stochastic integer programming, and stochastic satisfiability. We give a semantics for stochastic constraint programs, and propose a number of complete algorithms and approximation procedures. Finally, we discuss a number of extensions of stochastic constraint programming to relax various assumptions like the independence between stochastic variables, and compare with other approaches for decision making under uncertainty.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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