Multi-objective influence diagrams with possibly optimal policies

Marinescu, Radu; Razak, Abdul; Wilson, Nic

Multi-objective influence diagrams with possibly optimal policies

Files

Multi-Objective Influence Diagrams with Possibly Optimal Policies.pdf(810.54 KB)

Published Version

Date

2017

Authors

Marinescu, Radu

Razak, Abdul

Wilson, Nic

Publisher

AAAI Press

Abstract

The formalism of multi-objective influence diagrams has recently been developed for modeling and solving sequential decision problems under uncertainty and multiple objectives. Since utility values representing the decision maker’s preferences are only partially ordered (e.g., by the Pareto order) we no longer have a unique maximal value of expected utility, but a set of them. Computing the set of maximal values of expected utility and the corresponding policies can be computationally very challenging. In this paper, we consider alternative notions of optimality, one of the most important one being the notion of possibly optimal, namely optimal in at least one scenario compatible with the inter-objective tradeoffs. We develop a variable elimination algorithm for computing the set of possibly optimal expected utility values, prove formally its correctness, and compare variants of the algorithm experimentally.

Keywords

Multi-objective optimisation , Influence diagrams

Citation

Marinescu, R., Razak, A. and Wilson, N. 'Multi-Objective Influence Diagrams with Possibly Optimal Policies', Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence (AAAI-17), San Francisco, California, USA, 4 – 9 February, pp. 3783 - 3789