Integer programming on the junction tree polytope for influence diagrams

Implementation of mathematical programming approaches introduced in https://arxiv.org/pdf/1902.07039.pdf.

The implementation of the mixed-integer linear programs for POMDP and chessgame are available here.

The repository contains two notebooks in Julia, explaining how to solve the examples in the paper.

The notebook mathprog_POMDP.ipynb shows how to solve a POMDP with some randomly drawn parameters. The notebook mathprog_chessgame.ipynb shows how to solve a chessgame with some randomly drawn parameters.

If the notebook does not display, please use the following link :

• https://nbviewer.jupyter.org/github/Victor2175/mathprog_influence_diagrams/blob/master/mathprog_POMDP.ipynb
• https://nbviewer.jupyter.org/github/Victor2175/mathprog_influence_diagrams/blob/master/mathprog_chessgame.ipynb