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
STOCHASTIC LINEAR PROGRAMMING WITH RECOURSE: A TUTORIAL
โ Scribed by Behram J. Hansotia
- Book ID
- 109166768
- Publisher
- Decision Sciences Institute, Georgia State University
- Year
- 1980
- Tongue
- English
- Weight
- 965 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0011-7315
No coin nor oath required. For personal study only.
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