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    Solving Limited Memory Influence Diagrams

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    We present a new algorithm for exactly solving decision making problems represented as influence diagrams. We do not require the usual assumptions of no forgetting and regularity; this allows us to solve problems with simultaneous decisions and limited information. The algorithm is empirically shown to outperform a state-of-the-art algorithm on randomly generated problems of up to 150 variables and 106410^{64} solutions. We show that the problem is NP-hard even if the underlying graph structure of the problem has small treewidth and the variables take on a bounded number of states, but that a fully polynomial time approximation scheme exists for these cases. Moreover, we show that the bound on the number of states is a necessary condition for any efficient approximation scheme.Comment: 43 pages, 8 figure

    Methods for evaluating Decision Problems with Limited Information

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    LImited Memory Influence Diagrams (LIMIDs) are general models of decision problems for representing limited memory policies (Lauritzen and Nilsson (2001)). The evaluation of LIMIDs can be done by Single Policy Updating that produces a local maximum strategy in which no single policy modification can increase the expected utility. This paper examines the quality of the obtained local maximum strategy and proposes three different methods for evaluating LIMIDs. The first algorithm, Temporal Policy Updating, resembles Single Policy Updating. The second algorithm, Greedy Search, successively updates the policy that gives the highest expected utility improvement. The final algorithm, Simulating Annealing, differs from the two preceeding by allowing the search to take some downhill steps to escape a local maximum. A careful comparison of the algorithms is provided both in terms of the quality of the obtained strategies, and in terms of implementation of the algorithms including some considerations of the computational complexity

    EU accession and Poland's external trade policy

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