9.7 References and Further Reading

Utility theory, as presented here, was invented by Neumann and Morgenstern (1953) and was further developed by Savage (1972). Keeney and Raiffa (1976) discuss utility theory, concentrating on multiattribute (feature-based) utility functions. For work on graphical models of utility, see Bacchus and Grove (1995) and Boutilier et al. (2004). For a recent survey, see Walsh (2007).

Decision networks or influence diagrams were invented by Howard and Matheson (1984). A method using dynamic programming for solving influence diagrams can be found in Shachter and Peot (1992). The value of information and control is discussed by Matheson (1990).

MDPs were invented by Bellman (1957) and are discussed by Puterman (1994) and Bertsekas (1995). See Boutilier et al. (1999) for a review of lifting MDPs to features known as decision-theoretic planning.