Article ID Journal Published Year Pages File Type
1143376 Operations Research Letters 2006 9 Pages PDF
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
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