Decision Processes In Influence Diagrams: Formulation and Analysis
Decision Processes In Influence Diagrams: Formulation and Analysis
复制标题
影响图中的决策过程：制定和分析
DOI：
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发表时间：
1985
期刊：
影响因子：
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通讯作者：
J. A. Tatman
中科院分区：
文献类型：
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作者：
J. A. Tatman
摘要：本文讨论了扩展影响图理论的问题，以便在这种图形建模语言中有效地对决策过程进行建模。具体来说，该扩展允许在影响图中捕获值函数可分离性和最优性原则，然后用于分析。为了实现这一点，开发了子值节点的概念。影响图上的一组值保持操作已经扩展到包括利用这些节点存在的操作。并提出了一种求解具有子值节点的影响图的算法。这项工作的重要性体现在两个方面。从决策分析的角度来看，它允许充分和简单地利用决策问题的价值函数中的所有可分离性。重要的是，这意味着可以设计算法来解决影响图，从而自动识别应用最优性原则的机会。从决策过程的角度来看，带子值节点的影响图可以有效地制定和解决非标准决策过程。它还允许利用问题中变量之间的条件独立性。这大大降低了解决问题的数据存储需求和计算复杂度。最后，带有子值节点的影响图增强了对各种决策过程的许多关键特征的理解。
Abstract : This thesis addresses the problem of extending influence diagram theory such that decision processes can be effectively modeled within this graphical modeling language. Specifically, the extension allows value function separability and the principle of optimality to be captured in an influence diagram and then used in analysis. To accomplish this, the concept of a subvalue node has been developed. The set of value preserving operations on influence diagrams have been expanded to include operations that exploit the presence of these nodes. Also an algorithm has been developed to solve influence diagrams with subvalue nodes. This work is important from two perspectives. From the decision analysis perspective, it allows a full and simple exploitation of all separability in the value function of a decision problem. Importantly, this means that algorithms can be designed to solve influence diagrams that automatically recognize the opportunity for applying the principle of optimality. From the decision processes perspective, influence diagrams with subvalue nodes allow efficient formulation and solution of nonstandard decision processes. Also it allows the conditional independence among the variables in the problem to be exploited. This significantly reduces the data storage requirements and computational complexity of solving the problem. Finally, the influence diagram with subvalue nodes enhances understanding of many of the critial characteristics of various decision processes.