Multi-currency Influence Diagrams

When using the influence diagrams framework for solving a dec ision problem with several different quantitative utilities, the traditional approach has b een to convert the utilities into one common currency. This conversion is carried out using a tacit trans formation, under the assumption that the converted problem is equivalent to the original one. In this paper we present an extension of the influence diagram framework, which allows for these decisio n problems to be modelled in their original form. We present an algorithm that, given a convers ion function between the currencies of the original utilities, discovers a characterisation of all other such functions, which induce the same optimal strategy. As this characterisation can potent ially be very complex, we give methods to present it in an approximate way.