Journal
OPERATIONS RESEARCH LETTERS
Volume 34, Issue 3, Pages 307-315Publisher
ELSEVIER
DOI: 10.1016/j.orl.2005.05.002
Keywords
stochastic programming; Markov decision processes; network interdiction; game theory
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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. (c) 2005 Elsevier B.V. All rights reserved.
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