Three New Sensitivity Analysis Methods for Influence Diagrams
Abstract
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].
Cite
Text
Bhattacharjya and Shachter. "Three New Sensitivity Analysis Methods for Influence Diagrams." Conference on Uncertainty in Artificial Intelligence, 2010.Markdown
[Bhattacharjya and Shachter. "Three New Sensitivity Analysis Methods for Influence Diagrams." Conference on Uncertainty in Artificial Intelligence, 2010.](https://mlanthology.org/uai/2010/bhattacharjya2010uai-three/)BibTeX
@inproceedings{bhattacharjya2010uai-three,
title = {{Three New Sensitivity Analysis Methods for Influence Diagrams}},
author = {Bhattacharjya, Debarun and Shachter, Ross D.},
booktitle = {Conference on Uncertainty in Artificial Intelligence},
year = {2010},
pages = {56-64},
url = {https://mlanthology.org/uai/2010/bhattacharjya2010uai-three/}
}