Three new sensitivity analysis methods for influence diagrams

Details Three new sensitivity analysis methods for influence diagrams Three new sensitivity analysis methods for influence diagrams

2012-03-15

arxiv.org/abs/1203.3467v1

Computer Science

Artificial Intelligence

Appears in Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial Intelligence (UAI2010)

Scientific paper

Performing sensitivity analysis for influence diagrams using the decision circuit framework is particularly convenient, since the partial derivatives with respect to every parameter are readily available [Bhattacharjya and Shachter, 2007; 2008]. In this paper we present three non-linear sensitivity analysis methods that utilize this partial derivative information and therefore do not require re-evaluating the decision situation multiple times. Specifically, we show how to efficiently compare strategies in decision situations, perform sensitivity to risk aversion and compute the value of perfect hedging [Seyller, 2008].

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