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The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems

The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems

GERAD Research Center via YouTube Direct link

Choosing Midpoints

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Choosing Midpoints

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The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems

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  1. 1 Introduction
  2. 2 Motivation
  3. 3 Ambiguity
  4. 4 Risk aversion
  5. 5 Model
  6. 6 Support Function
  7. 7 Global Optimal Solution
  8. 8 Lower Bound
  9. 9 Context Relaxation
  10. 10 Convex Relaxation
  11. 11 Choosing Midpoints
  12. 12 Numerical Experiments

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