2013/02/20 by Ali Jenzarli, Jenzarli, Ali
Computer Science · Economics, Econometrics and Finance · Engineering · #Artificial Intelligence (cs.AI) #Bayesian Modeling and Causal Inference #Economic and Environmental Valuation #FOS: Computer and information sciences #Water resources management and optimization #cs.AI
paper · pdf · doi:10.48550/arxiv.1302.4963
Appears in Proceedings of the Eleventh Conference on Uncertainty in Artificial Intelligence (UAI1995)
arxiv created 2013/02/20 · openalex publication_date 2013/02/20 · arxiv updated 2013/02/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper we extend the influence diagram (ID) representation for decisions under uncertainty. In the standard ID, arrows into a decision node are only informational; they do not represent constraints on what the decision maker can do. We can represent such constraints only indirectly, using arrows to the children of the decision and sometimes adding more variables to the influence diagram, thus making the ID more complicated. Users of influence diagrams often want to represent constraints by arrows into decision nodes. We represent constraints on decisions by allowing relevance arrows into decision nodes. We call the resulting representation information/relevance influence diagrams (IRIDs). Information/relevance influence diagrams allow for direct representation and specification of constrained decisions. We use a combination of stochastic dynamic programming and Gibbs sampling to solve IRIDs. This method is especially useful when exact methods for solving IDs fail.