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Volumn 34, Issue 3, 2006, Pages 307-315

SPAR: Stochastic programming with adversarial recourse

Author keywords

Game theory; Markov decision processes; Network interdiction; Stochastic programming

Indexed keywords

DECISION MAKING; GAME THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; OPTIMIZATION;

EID: 32644449735     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2005.05.002     Document Type: Article
Times cited : (17)

References (18)
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    • Bellman, R.1
  • 2
    • 9644308639 scopus 로고
    • Partitioning procedures for solving mixed variables programming problems
    • J.F. Benders Partitioning procedures for solving mixed variables programming problems Numerische Math. 4 1962 238 252
    • (1962) Numerische Math. , vol.4 , pp. 238-252
    • Benders, J.F.1
  • 3
    • 0003161907 scopus 로고
    • Analysis of stochastic shortest path problems
    • D.P. Bertsekas, and J.N. Tsitsiklis Analysis of stochastic shortest path problems Math. Oper. Res. 16 1991 580 595
    • (1991) Math. Oper. Res. , vol.16 , pp. 580-595
    • Bertsekas, D.P.1    Tsitsiklis, J.N.2
  • 6
    • 0032024334 scopus 로고    scopus 로고
    • Stochastic network interdiction
    • K.J. Cormicon, D.P. Morton, and K.R. Wood Stochastic network interdiction Oper. Res. 46 2 1998 184 197
    • (1998) Oper. Res. , vol.46 , Issue.2 , pp. 184-197
    • Cormicon, K.J.1    Morton, D.P.2    Wood, K.R.3
  • 8
    • 0006464452 scopus 로고
    • A probabilistic production and inventory problem
    • F. D'Epenoux A probabilistic production and inventory problem Management Sci. 10 1 1963 98 108
    • (1963) Management Sci. , vol.10 , Issue.1 , pp. 98-108
    • D'Epenoux, F.1
  • 12
    • 0017320607 scopus 로고
    • A case for relaxation methods in large scale linear programming
    • G. Guardabassi A. Locatelli IFAC Pittsburgh
    • G.J. Koehler A case for relaxation methods in large scale linear programming G. Guardabassi A. Locatelli Large Scale Systems Theory and Applications 1976 IFAC Pittsburgh 293 302
    • (1976) Large Scale Systems Theory and Applications , pp. 293-302
    • Koehler, G.J.1
  • 13
    • 0342975574 scopus 로고
    • On the asymptotic convergence rate of cost differences for Markovian decision processes
    • T.E. Morton On the asymptotic convergence rate of cost differences for Markovian decision processes Oper. Res. 19 1971 244 248
    • (1971) Oper. Res. , vol.19 , pp. 244-248
    • Morton, T.E.1
  • 18
    • 0014534894 scopus 로고
    • L-shaped linear programs with applications to optimal control and stochastic programming
    • R. Van Slyke, and R.J-B. Wets L-shaped linear programs with applications to optimal control and stochastic programming SIAM J. Appl. Math. 17 1969 638 663
    • (1969) SIAM J. Appl. Math. , vol.17 , pp. 638-663
    • Van Slyke, R.1    Wets, R.J-B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.