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Distributionally risk-receptive and risk-averse network interdiction problems with general ambiguity set

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dc.contributor.authorKang, Suminen
dc.contributor.authorBansal, Manishen
dc.date.accessioned2022-11-30T14:45:39Zen
dc.date.available2022-11-30T14:45:39Zen
dc.date.issued2022-06en
dc.description.abstractWe introduce generalizations of stochastic network interdiction problem with distributional ambiguity. Specifically, we consider a distributionally risk-averse (or robust) network interdiction problem (DRA-NIP) and a distributionally risk-receptive network interdiction problem (DRR-NIP) where a leader maximizes a follower's minimal expected objective value for either the worst-case or the best-case, respectively, probability distribution belonging to ambiguity set (a set of distributions). The DRA-NIP arises in applications where a risk-averse leader interdicts a follower to cause delays in their supply convoy. In contrast, the DRR-NIP provides network vulnerability analysis where a network-user seeks to identify vulnerabilities in the network against potential disruptions by an adversary (or leader) who is receptive to risk for improving the expected objective values. We present finitely convergent algorithms for solving DRA-NIP and DRR-NIP with a general ambiguity set. To evaluate their performance, we provide results of our extensive computational experiments performed on instances known for (risk-neutral) stochastic NIP.en
dc.description.notesNational Science Foundation, Grant/Award Number: CMMI-1824897; U.S. Department of Defense, Grant/Award Number: W56HZV-19-2-0001.en
dc.description.sponsorshipNational Science Foundation [CMMI-1824897]; U.S. Department of Defense [W56HZV-19-2-0001]en
dc.description.versionPublished versionen
dc.format.mimetypeapplication/pdfen
dc.identifier.doihttps://doi.org/10.1002/net.22114en
dc.identifier.eissn1097-0037en
dc.identifier.issn0028-3045en
dc.identifier.urihttp://hdl.handle.net/10919/112739en
dc.language.isoenen
dc.publisherWileyen
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivatives 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.subjectdecomposition algorithmen
dc.subjectdistributionally risk-receptiveen
dc.subjectdistributionally robust optimizationen
dc.subjectgeneral ambiguity seten
dc.subjectstochastic network interdictionen
dc.titleDistributionally risk-receptive and risk-averse network interdiction problems with general ambiguity seten
dc.title.serialNetworksen
dc.typeArticle - Refereeden
dc.type.dcmitypeTexten

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