We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We introduce SPAR, which utilizes mixed-integer programming for the design decision and a Markov decision process (MDP) for the
A stochastic geometric programming problem with multiplicative recourse
β Scribed by R. Jagannathan
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 327 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0167-6377
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