D. D. Maua, C. P. de Campos and M. Zaffalon (2012) "Solving Limited Memory Influence Diagrams", Volume 44, pages 97-140
PDF | PostScript | doi:10.1613/jair.3625
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 these problems are NP-hard even if the underlying graph structure of the problem has low treewidth and the variables take on a bounded number of states, and that they admit no provably good approximation if variables can take on an arbitrary number of states.
