Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/31019 
Erscheinungsjahr: 
2005
Schriftenreihe/Nr.: 
Discussion Paper No. 421
Verlag: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Zusammenfassung: 
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.
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