Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation.
John M. CharnesPrakash P. ShenoyPublished in: Manag. Sci. (2004)
Keyphrases
- multistage
- influence diagrams
- monte carlo method
- decision problems
- markov chain
- probabilistic inference
- sensitivity analysis
- optimal policy
- monte carlo
- single stage
- stochastic programming
- bayesian networks
- decision making
- belief networks
- dynamic programming
- graphical models
- neural network
- state space
- bayesian learning
- genetic algorithm
- posterior distribution