Multistage Monte Carlo Method for Solving Influence Diagrams Using Local Computation

Management Science

Volumn 50, Issue 3, 2004, Pages 405-418

  Charnes, John M ^a   Shenoy, Prakash P ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

Applications; Approximations; Decision analysis; Local computation; Monte Carlo methods; Sequential; Simulation

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL METHODS; COMPUTER SIMULATION; MARKOV PROCESSES; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING;

INFLUENCE DIAGRAMS; LOCAL COMPUTATION;

DECISION THEORY;

EID: 1842732640     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.1030.0138     Document Type: Article

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