Nội dung được dịch bởi AI, chỉ mang tính chất tham khảo
Quản lý mạng Bayesian
Tóm tắt
Chúng tôi xây dựng một số vấn đề quản lý mạng (và rủi ro) tổng quát trong bối cảnh Bayesian, và chỉ ra một số đặc điểm thiết yếu. Chúng tôi lập luận và chứng minh rằng, khi quan tâm đến các sự kiện hiếm gặp, các phương pháp Bayesian và frequentist có thể dẫn đến những chiến lược rất khác nhau: phương pháp trước thường dẫn đến các chiến lược bảo thủ hơn. Chúng tôi cũng trình bày một công thức tiệm cận cho xác suất dự đoán phá sản (đối với một quy trình ngẫu nhiên với xu hướng dương) cho vốn ban đầu lớn và số lượng quan sát trong quá khứ lớn. Đây là một nghiên cứu sơ bộ mà đưa ra nhiều câu hỏi thú vị cho nghiên cứu trong tương lai.
Từ khóa
#quản lý mạng #lý thuyết Bayesian #xử lý rủi ro #sự kiện hiếm #xác suất phá sảnTài liệu tham khảo
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