Solving Limited Memory Influence Diagrams
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We present a new algorithm for exactly solving decision making problems represented as influence diagrams. We do not require the usual assumptions of no forgetting and regularity; this allows us to solve problems with simultaneous decisions and limited information. The algorithm is empirically shown to outperform a state-of-the-art algorithm on randomly generated problems of up to 150 variables and 10^64 solutions. We show that the problem is NP-hard even if the underlying graph structure of the problem has small treewidth and the variables take on a bounded number of states, but that a fully polynomial time approximation scheme exists for these cases. Moreover, we show that the bound on the number of states is a necessary condition for any efficient approximation scheme.
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