************** AVVISO DI SEMINARIO
***************
Mercoledì 16 gennaio, ore 15,00 Aula 9
Il Professor Steffen L. Lauritzen, Department of
Mathematical Sciences, Aalborg University
terrà presso il Dipartimento di Economia, Università
Roma Tre, Via Ostiense 139, un seminario dal titolo
REPRESENTING AND SOLVING DECISION PROBLEMS WITH
LIMITED INFORMATION
ABSTRACT
The notion of a LImited Memory
Influence Diagram (LIMID) is introduced
as a Bayesian network augmented with
nodes representing decisions and
utility functions. For each decision it is
specified what information is
available at the time when the decision is to
be made. In contrast with
traditional influence diagrams, the assumption of
no forgetting is
relaxed, and there is no additional constraints on the order
in which
decisions are to be taken. This allows for multiple decision makers
and
decision makers with limited memory, and reduces complexity
of
strategies. We give a local computation algorithm for finding
locally
optimal policies, conditions for the policies to be globally
optimal,
and indicate how this can be exploited to obtain bounds for the loss
of
utility, for example in partially observed Markov decision
processes
(POMDPs). The lecture is largely based upon:
Lauritzen, S.
L. and Nilsson, D. (2001). Representing and Solving
Decision Problems with
Limited Information, Management
Science, 47, 1238-1251.
Can be
obtained from http://www.math.auc.dk//~steffen/papers/limid.pdf
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