Several excellent textbooks cover Bayesian networks. Focus in these books is belief updating in Bayesian networks and learning of models. However, I have for many years been missing a graduate textbook, which systematically introduces the concepts and techniques of graphical models for sequential decision making. This book serves this purpose. Not only does it introduce the basic theory and concepts, but it also contains sections indicating new research directions as well as examples of real world decision models. [...] For the domain expert wanting to exploit graphical decision models for constructing a specific decision support system, this book is a useful hand book of the theory as well as of ideas, which may help establishing appropriate models. To the young researcher: this book will give you a firm ground for working with graphical decision models. Read the book, and you will realize that the story is not over. There are lots of challenges waiting for you, and the book provides you an excellent starting point for an exciting journey into the science of graphical decision models.
– Professor Finn V. Jensen, Aalborg University, Denmark