Programs to Solve Decision Tree Models

Decision tree solver example

MARKET.PAS: The Pascal program from C. W. Kirkwood, "Implementing an Algorithm to Solve Large Sequential Decision Analysis Models," IEEE Transactions on Systems, Man, and Cybernetics, Vol. 24, No. 10, pp. 1425-1432 (October 1994). It shows how to solve decision tree models.

Probability distribution calculation example

PROBCALC.PAS: The Pascal program from C. W. Kirkwood, "Recursive Calculation of Probability Distributions for Sequential Decision Analysis Models," IEEE Transactions on Systems, Man, and Cybernetics--Part C: Applications and Reviews, Vol. 28, No. 1, pp. 104-111 (February 1998). It shows how to calculate probability distributions for decision tree models.

Research and development example

RAND.PAS: The Pascal program to solve the research and development decision model in C. W. Kirkwood, "An Algebraic Approach to Formulating and Solving Large Models for Sequential Decisions Under Uncertainty," Management Science, Vol. 39, No. 7, pp. 900-913 (July 1993). The decision tree for the model has 25,272 endpoints.

Decision models with continuous variables

SYNFUEL.C: The C program for the synfuels model in J. S. Stonebraker and C. W. Kirkwood, "Formulating and Solving Sequential Decision Analysis models with Continuous Variables," IEEE Transactions on Engineering Management, Vol. 44, pp. 43-53 (1997). It shows an approach to solving continuous decision tree models.


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