REPRESENTING AND SOLVING ASYMMETRIC DECISION PROBLEMS

Thomas D. Nielsen () and Finn V. Jensen ()
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Thomas D. Nielsen: Department of Computer Science, Aalborg University, Fredrik Bajers vej 7E, 9220 Aalborg ø, Denmark
Finn V. Jensen: Department of Computer Science, Aalborg University, Fredrik Bajers vej 7E, 9220 Aalborg ø, Denmark

International Journal of Information Technology & Decision Making (IJITDM), 2003, vol. 02, issue 02, 217-263

Abstract: This paper deals with the representation and solution of asymmetric Bayesian decision problems. We present a formal framework, termedasymmetric influence diagrams. The framework is based on the syntax and semantics of the traditional influence diagram, and allows an efficient representation of asymmetric decision problems. As opposed to existing frameworks, the asymmetric influence diagram primarily encodes asymmetry at the qualitative level and it can therefore be read directly from the model.We give an algorithm for solving asymmetric influence diagrams. The algorithm initially decomposes the asymmetric decision problem into a structure of symmetric subproblems organized as a tree. A solution to the decision problem can then be found by propagating from the leaves towards the root using existing evaluation methods to solve the subproblems.

Keywords: Decision problems; asymmetry; influence diagrams; asymmetric influence diagrams; optimal strategy (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S0219622003000604

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