Stochastic

A stochastic process is one whose behavior is non-deterministic in that a state does not fully determine its next state. Classical examples of this are medicine: a doctor can administer the same treatment to multiple patients suffering from the same symptoms, but the patients may not all react to the treatment the same way. This makes medicine a stochastic process. Additional examples are warfare and rhetoric, where the successes and failures cannot be predicted with certainty. In artificial intelligence, stochastic programs work by using probabilistic methods to solve problems, as in simulated annealing, neural networks, stochastic optimization, and genetic algorithms. A problem itself may be stochastic as well, as in planning under uncertainty. A deterministic environment is much simpler for an agent to deal with. An example of a stochastic process in the natural world is pressure in a gas. Even though (classically speaking) each molecule is moving in a deterministic path, the motion of a collection of them is computationally and practically unpredictable. A large enough set of molecules will exhibit stochastic characteristics, such as filling the container, exerting equal pressure, diffusing along concentration gradients, etc. These are emergent properties of the system.

Synonyms

probablistic

Source Of Description

http://en.wikipedia.org/wiki/Stochastic (External Link)

Parent Categories

Uncertainty

Contributor

Keith Reynolds

Last Updated

2008-06-06T00:00:00Z ^^ http://www.w3.org/2001/XMLSchema#dateTime

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References

IntroductionPlanning/Decision ContextPlanning And Spatial Decision ProcessSpatial Planning And Decision Problem TypesMethods And Techniques
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