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arXiv · 1203.3531

Solving Multistage Influence Diagrams using Branch-and-Bound Search

Changhe Yuan·Xiaojian Wu·Eric A. Hansen
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Abstract

A branch-and-bound approach to solving influ- ence diagrams has been previously proposed in the literature, but appears to have never been implemented and evaluated - apparently due to the difficulties of computing effective bounds for the branch-and-bound search. In this paper, we describe how to efficiently compute effective bounds, and we develop a practical implementa- tion of depth-first branch-and-bound search for influence diagram evaluation that outperforms existing methods for solving influence diagrams with multiple stages.

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Changhe Yuan, Xiaojian Wu, Eric A. Hansen. 2012-03-15. Solving Multistage Influence Diagrams using Branch-and-Bound Search. https://arxiv.org/abs/1203.3531

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