A Geometric Algorithm For Solving Multiobjective Influence Diagrams

Abstract

In this work we will present a novel method for solving influence diagrams with multiple objectives (MOID), using a geometric optimization algorithm. First of all we will present several approaches for representing and solving influence diagrams with a single objective; later we will present a method for solving influence diagrams with multiple objectives, and describe our method for solving multi objective problems using influence diagrams. We will analyze the different approaches and further discuss the advantages and limitations of the method here presented. Our goals are to identify existing methods for solving MOID, discuss their limitations and propose alternative ways for solving decision problems with multiple objectives, using influence diagrams.