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SPAR: stochastic programming with adversarial recourse

✍ Scribed by Matthew D. Bailey; Steven M. Shechter; Andrew J. Schaefer

Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 189 KB
Volume: 34
Category: Article
ISSN: 0167-6377
DOI: 10.1016/j.orl.2005.05.002

No coin nor oath required. For personal study only.

✦ Synopsis

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 modeling of our adversarial phase.

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