Belief Propagation for Structured Decision Making [article]

Qiang Liu, Alexander T. Ihler
2012 arXiv   pre-print
Variational inference algorithms such as belief propagation have had tremendous impact on our ability to learn and use graphical models, and give many insights for developing or understanding exact and approximate inference. However, variational approaches have not been widely adoped for decision making in graphical models, often formulated through influence diagrams and including both centralized and decentralized (or multi-agent) decisions. In this work, we present a general variational
more » ... ork for solving structured cooperative decision-making problems, use it to propose several belief propagation-like algorithms, and analyze them both theoretically and empirically.
arXiv:1210.4897v1 fatcat:tpb6bigdxjh2bm5q4472or65mu