A new approach to influence diagrams evaluation

Abstract

Influence diagrams are a widely used framework for decision making under uncertainty. The paper presents a new algorithm for maximizing the expected utility over a set of policies by traversing an AND/OR search space associated with an influence diagram. AND/OR search spaces accommodate advanced algorithmic schemes for graphical models which can exploit the structure of the problem. The algorithm also exploits the deterministic information encoded by the influence diagram and avoids redundant computations for infeasible decision choices. We demonstrate empirically the effectiveness of the AND/OR search approach on various benchmarks for influence diagrams. © 2010 Springer-Verlag London.