Uncertainty in Artificial Intelligence
First Name   Last Name   Password   Forgot Password   Log in!
    Proceedings         Authors   Author's Info   Article details         Search    
Three new sensitivity analysis methods for influence diagrams
Debarun Bhattacharjya, Ross Shachter
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].
Pages: 56-64
PS Link:
PDF Link: /papers/10/p56-bhattacharjya.pdf
AUTHOR = "Debarun Bhattacharjya and Ross Shachter",
TITLE = "Three new sensitivity analysis methods for influence diagrams",
BOOKTITLE = "Proceedings of the Twenty-Sixth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-10)",
ADDRESS = "Corvallis, Oregon",
YEAR = "2010",
PAGES = "56--64"

hosted by DSL   •   site info   •   help