SPAR: Stochastic Programming with Adversarial Recourse

DOI10.1016/j.orl.2005.05.002zbMath1109.90063OpenAlexW2056291100MaRDI QIDQ2494826

Steven M. Shechter, Matthew D. Bailey, Andrew J. Schaefer

Publication date: 30 June 2006

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2005.05.002

zbMATH Keywords

game theorystochastic programmingMarkov decision processesnetwork interdiction

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

Related Items (8)

Minimizing a stochastic maximum-reliability path ⋮ Shortest path network interdiction with asymmetric information ⋮ A survey on bilevel optimization under uncertainty ⋮ Network deployment of radiation detectors with physics-based detection probability calculations ⋮ Convex hull representation of the deterministic bipartite network interdiction problem ⋮ Risk-averse stochastic path detection ⋮ Network interdiction to minimize the maximum probability of evasion with synergy between applied resources ⋮ Mitigating Information Asymmetry in Liver Allocation

Uses Software

• CPLEX

Cites Work

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• Partitioning procedures for solving mixed-variables programming problems
• Optimal control of diffusion processes with reflection
• Stochastic Network Interdiction
• An Analysis of Stochastic Shortest Path Problems
• Introduction to Stochastic Programming
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Technical Note—On the Asymptotic Convergence Rate of Cost Differences for Markovian Decision Processes
• Stochastic Games

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