A Guiding Principle for Causal Decision Problems
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We define a Causal Decision Problem as a Decision Problem where the available actions, the family of uncertain events and the set of outcomes are related through the variables of a Causal Graphical Model G. A solution criteria based on Pearl's Do-Calculus and the Expected Utility criteria for rational preferences is proposed. The implementation of this criteria leads to an on-line decision making procedure that has been shown to have similar performance to classic Reinforcement Learning algorithms while allowing for a causal model of an environment to be learned. Thus, we aim to provide the theoretical guarantees of the usefulness and optimality of a decision making procedure based on causal information.
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