| Article ID: | iaor20062966 |
| Country: | Netherlands |
| Volume: | 34 |
| Issue: | 3 |
| Start Page Number: | 307 |
| End Page Number: | 315 |
| Publication Date: | May 2006 |
| Journal: | Operations Research Letters |
| Authors: | Schaefer Andrew J., Bailey Matthew D., Shechter Steven M. |
| Keywords: | optimization, markov processes |
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 for the modeling of our adversarial phase.