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Solving Multistage Influence Diagrams using Branch-and-Bound Search

15 March 2012
Changhe Yuan
Xiaojian Wu
E. Hansen
ArXiv (abs)PDFHTML
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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