Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143376 | Operations Research Letters | 2006 | 9 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Matthew D. Bailey, Steven M. Shechter, Andrew J. Schaefer,