Hybrid Influence Diagrams Using Mixtures of Truncated Exponentials
  Mixtures of truncated exponentials (MTE) potentials are an alternative to
discretization for representing continuous chance variables in influence
diagrams. Also, MTE potentials can be used to approximate utility functions.
This paper introduces MTE influence diagrams, which can represent decision
problems without restrictions on the relationships between continuous and
discrete chance variables, without limitations on the distributions of
continuous chance variables, and without limitations on the nature of the
utility functions. In MTE influence diagrams, all probability distributions and
the joint utility function (or its multiplicative factors) are represented by
MTE potentials and decision nodes are assumed to have discrete state spaces.
MTE influence diagrams are solved by variable elimination using a fusion
algorithm.
