Solving Influence Diagrams with Simple Propagation.

Recently, Simple Propagation was introduced as an algorithm for belief update in Bayesian networks using message passing in a junction tree. The algorithm differs from other message passing algorithms such as Lazy Propagation in the message construction process. The message construction process in Simple Propagation identifies relevant potentials and variables to eliminate using the one-in, one-out-principle. This paper introduces Simple Propagation as a solution algorithm for influence diagrams with discrete variables. The one-in, one-out-principle is not directly applicable to influence diagrams. Hence, the principle is extended to cope with decision variables, utility functions, and precedence constraints to solve influence diagrams. Simple Propagation is demonstrated on an extensive example and a number of useful and interesting properties of the algorithm are described.