Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation

DOI10.1287/mnsc.1030.0138zbMath1232.91122OpenAlexW2168091515MaRDI QIDQ3114886

John M. Charnes, Prakash P. Shenoy

Publication date: 19 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1808/148

zbMATH Keywords

Monte Carlo methodsapproximationsdecision analysislocal computationsequential simulation

Mathematics Subject Classification ID

Decision theory (91B06) Monte Carlo methods (65C05)

Related Items (8)

An improved method for solving hybrid influence diagrams ⋮ Decision analysis networks ⋮ Probabilistic decision graphs for optimization under uncertainty ⋮ Decision making with hybrid influence diagrams using mixtures of truncated exponentials ⋮ Probabilistic decision graphs for optimization under uncertainty ⋮ A forward-backward Monte Carlo method for solving influence diagrams ⋮ A Framework for Solving Hybrid Influence Diagrams Containing Deterministic Conditional Distributions ⋮ Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach

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