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Solving Influence Diagrams Using Gibbs Sampling

  • Ali Jenzarli
Part of the Lecture Notes in Statistics book series (LNS, volume 112)

Abstract

We describe a Monte Carlo method for solving influence diagrams. This method is a combination of stochastic dynamic programming and Gibbs sampling, an iterative Markov chain Monte Carlo method. Our method is especially useful when exact methods for solving influence diagrams fail.

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Copyright information

© Springer-Verlag New York, Inc. 1996

Authors and Affiliations

  • Ali Jenzarli
    • 1
  1. 1.College of BusinessThe University of TampaTampaUSA

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