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2006

SPAR: stochastic programming with adversarial recourse

8 years 4 months ago
SPAR: stochastic programming with adversarial recourse
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.
Matthew D. Bailey, Steven M. Shechter, Andrew J. S
Added 14 Dec 2010
Updated 14 Dec 2010
Type Journal
Year 2006
Where ORL
Authors Matthew D. Bailey, Steven M. Shechter, Andrew J. Schaefer
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