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The decision tree polytope and its application to sequential decision problems

✍ Scribed by Art Warburton

Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 109 KB
Volume: 7
Category: Article
ISSN: 1057-9214
DOI: 10.1002/(sici)1099-1360(199811)7:6<330::aid-mcda207>3.0.co;2-s

No coin nor oath required. For personal study only.

✦ Synopsis

This paper describes a new mathematical programming approach to sequential decision problems that have an underlying decision tree structure. The approach, based upon a characterization of strategies as extreme points of a 0-1 polytope called the 'decision tree polytope', is particularly suited to the direct examination of risk-return and other tradeoffs amongst strategies. However, it can also be used for conventional utility maximization if a utility function is available. Further, the approach requires no algorithmic development -it can be implemented using commercially available algebraic modeling software and can solve large problems. A related, and already known, approach can be used for some more general Markov decision problems.

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