interdiction game

The Value of Randomized Strategies in Distributionally Robust Risk Averse Network Interdiction Games

  • Erick Delage
  • Utsav Sadana
    • Categories Applications - OR and Management Sciences, Game Theory, Robust Optimization Tags , , ,

    Conditional Value at Risk (CVaR) is widely used to account for the preferences of a risk-averse agent in the extreme loss scenarios. To study the effectiveness of randomization in interdiction games with an interdictor that is both risk and ambiguity averse, we introduce a distributionally robust network interdiction game where the interdictor randomizes over the … Read more

    Interdiction Games on Markovian PERT Networks

  • Eli Gutin
  • Daniel Kuhn
  • Wolfram Wiesemann
    • Categories Stochastic Programming Tags , , ,

    In a stochastic interdiction game a proliferator aims to minimize the expected duration of a nuclear weapons development project, while an interdictor endeavors to maximize the project duration by delaying some of the project tasks. We formulate static and dynamic versions of the interdictor’s decision problem where the interdiction plan is either pre-committed or adapts … Read more