%0 Journal Article
%T Three new sensitivity analysis methods for influence diagrams
%A Debarun Bhattacharjya
%A Ross D. Shachter
%J Computer Science
%D 2012
%I arXiv
%X Performing sensitivity analysis for influence diagrams using the decision circuit framework is particularly convenient, since the partial derivatives with respect to every parameter are readily available [Bhattacharjya and Shachter, 2007; 2008]. In this paper we present three non-linear sensitivity analysis methods that utilize this partial derivative information and therefore do not require re-evaluating the decision situation multiple times. Specifically, we show how to efficiently compare strategies in decision situations, perform sensitivity to risk aversion and compute the value of perfect hedging [Seyller, 2008].
%U http://arxiv.org/abs/1203.3467v1