Sumin Kang

Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Two-player Interdiction Games with(out) Decision-Dependent Uncertainty

  • Sumin Kang
  • Manish Bansal
    • Categories (Mixed) Integer Nonlinear Programming, Robust Optimization, Stochastic Programming Tags , , , , , ,

    In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRA-MSIPs). These frameworks are useful for optimization problems under uncertainty where the focus is on analyzing outcomes based on multiple decision-makers’ differing perspectives, such as interdiction problems that are attacker-defender games having non-cooperative players. We … Read more

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

  • Sumin Kang
  • Manish Bansal
    • Categories Nonlinear Optimization, Stochastic Programming Tags , , , ,

    We 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 … Read more