Multi-objective influence diagrams

Abstract

We describe multi-objective influence diagrams, based on a set of p objectives, where utility values are vectors in Rp, and are typically only partially ordered. These can still be solved by a variable elimination algorithm, leading to a set of maximal values of expected utility. If the Pareto ordering is used this set can often be prohibitively large. We consider approximate representations of the Pareto set based on coverings, allowing much larger problems to be solved. In addition, we define a method for incorporating user tradeoffs, which also greatly improves the efficiency.