Related papers: On the multi-stage shortest path problem under dis…
In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-case expected loss over an ambiguity set (or a family) of…
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based…
We consider the problem of finding an optimal history-dependent routing strategy on a directed graph weighted by stochastic arc costs when the objective is to minimize the risk of spending more than a prescribed budget. To help mitigate the…
Resilience and robustness are important properties in the reliability and attack-tolerance analysis of networks. In recent decades, various qualitative and heuristic-based quantitative approaches have made significant contributions in…
We consider the problem of designing a network of minimum cost while satisfying a prescribed survivability criterion. The survivability criterion requires that a feasible flow must still exists (i.e. all demands can be satisfied without…
Active distribution networks facilitating bidirectional power exchange with renewable energy resources are susceptible to cyberattacks due to integration of a diverse array of cyber components. This study introduces a grid-level defense…
The on-line shortest path problem is considered under various models of partial monitoring. Given a weighted directed acyclic graph whose edge weights can change in an arbitrary (adversarial) way, a decision maker has to choose in each…
We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity…
Identifying shortest paths between nodes in a network is an important task in many applications. Recent work has shown that a malicious actor can manipulate a graph to make traffic between two nodes of interest follow their target path. In…
We investigate methods to solve the maximum-reliability stochastic network interdiction problem (SNIP). In this problem, a defender interdicts arcs on a directed graph to minimize an attacker's probability of undetected traversal through…
Often adaptive, distributed control can be viewed as an iterated game between independent players. The coupling between the players' mixed strategies, arising as the system evolves from one instant to the next, is determined by the system…
In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…
Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential…
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…
The Restricted Shortest Path (RSP) problem, also known as the Delay-Constrained Least-Cost (DCLC) problem, is an NP-hard bicriteria optimization problem on graphs with $n$ vertices and $m$ edges. In a graph where each edge is assigned a…
Dynamic routing is one of the representative control scheme in transportation, production lines, and data transmission. In the modern context of connectivity and autonomy, routing decisions are potentially vulnerable to malicious attacks.…
A cyber security problem in a networked system formulated as a resilient graph problem based on a game-theoretic approach is considered. The connectivity of the underlying graph of the network system is reduced by an attacker who removes…
This paper proposes a distributed version of Determinant Point Processing (DPP) inference to enhance multi-source data diversification under limited communication bandwidth. DPP is a popular probabilistic approach that improves data…
The cross-dock door design problem consists of deciding the strip and stack doors and nominal capacity of an entity under uncertainty. Inbound commodity flow from origin nodes is assigned to the strip doors, it is consolidated in the…
The recent advancement in real-world critical infrastructure networks has led to an exponential growth in the use of automated devices which in turn has created new security challenges. In this paper, we study the robust and adaptive…