Stochastic maximum flow interdiction problems under heterogeneous risk preferences

DOI10.1016/J.COR.2017.09.004MaRDI QIDQ1652509zbMATH OpenOpenAlexFDO

Authors Xiao Lei, Siqian Shen, Yongjia Song

Publication date 11 July 2018

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2017.09.004

zbMATH Keywords

conditional value-at-risk (CVaR)maximum flow interdictionmixed-integer linear programmingrisk-averse optimizationstochastic programming

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Mixed integer programming (90C11) Stochastic programming (90C15)

Recommendations

• Risk-averse shortest path interdiction
• Reformulation and sampling to solve a stochastic network interdiction problem
• scientific article; zbMATH DE number 2050723
• Mitigating interdiction risk with fortification
• Network interdiction with asymmetric cost uncertainty

Cites work

• An Algorithm for Solving the General Bilevel Programming Problem
• Bilevel and multilevel programming: A bibliography review
• Bilevel programming: a survey
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• scientific article; zbMATH DE number 2050723 (Why is no real title available?)
• Introduction to stochastic programming.
• Lectures on Stochastic Programming
• Network flows. Theory, algorithms, and applications.
• Optimal interdiction policy for a flow network
• Practical bilevel optimization. Algorithms and applications
• Reformulation and sampling to solve a stochastic network interdiction problem
• Risk-averse shortest path interdiction
• Solving the bi-objective maximum-flow network-interdiction problem
• Stochastic network interdiction
• The maximum flow network interdiction problem: valid inequalities, integrality gaps, and approximability
• The multi-terminal maximum-flow network-interdiction problem
• Two-Person Zero-Sum Games for Network Interdiction

Cited in

(17)

• A survey of network interdiction models and algorithms
• Optimal deployment of virtual network functions for securing telecommunication networks against distributed denial of service attacks: a robust optimization approach
• Successive quadratic upper-bounding for discrete mean-risk minimization and network interdiction
• Mitigating interdiction risk with fortification
• Maximum Capacity Path Interdiction Problem with Fixed Costs
• A survey on bilevel optimization under uncertainty
• Interdicting restructuring networks with applications in illicit trafficking
• Risk‐averse optimization and resilient network flows
• Distributionally risk‐receptive and risk‐averse network interdiction problems with general ambiguity set
• The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems
• Robust maximum flow network interdiction considering uncertainties in arc capacity and resource consumption
• Shortest path network interdiction with incomplete information: a robust optimization approach
• The all-pairs vitality-maximization (VIMAX) problem
• Stochastic bilevel interdiction for fake news control in online social networks
• Integer linear programming formulations for the maximum flow blocker problem
• On a fair and risk-averse urban air mobility resource allocation problem under demand and capacity uncertainties
• Data-driven interdiction with asymmetric cost uncertainty: a distributionally robust optimization approach

Describes a project that uses

Uses Software

• SNDlib

This page was built for publication: Stochastic maximum flow interdiction problems under heterogeneous risk preferences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1652509)