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| DOI | 10.1287/OPRE.2018.1773 | ||||
| Año | 2019 | ||||
| Tipo | artículo de investigación |
Citas Totales
Autores Afiliación Chile
Instituciones Chile
% Participación
Internacional
Autores
Afiliación Extranjera
Instituciones
Extranjeras
We present a framework for a class of sequential decision-making problems in the context of general interdiction problems, in which a leader and a follower repeatedly interact. At each period, the leader allocates resources to disrupt the performance of the follower (e.g., as in defender-attacker or network interdiction problems), who, in turn, minimizes some cost function over a set of activities that depends on the leader's decision. Although the follower has complete knowledge of the follower's problem, the leader has only partial information and needs to learn about the cost parameters, available resources, and the follower's activities from the feedback generated by the follower's actions. We measure policy performance in terms of its time-stability, defined as the number of periods it takes for the leader to match the actions of an oracle with complete information. In particular, we propose a class of greedy and robust policies and show that these policies are weakly optimal, eventually match the oracle's actions, and provide a real-time certificate of optimality. We also study a lower bound on any policy performance based on the notion of a semioracle. Our numerical experiments demonstrate that the proposed policies consistently outperform a reasonable benchmark and perform fairly close to the semioracle.
| Ord. | Autor | Género | Institución - País |
|---|---|---|---|
| 1 | Borrero, Juan S. | Hombre |
Oklahoma State Univ - Estados Unidos
Oklahoma State University - Stillwater - Estados Unidos Oklahoma State University - Estados Unidos College of Engineering, Architecture and Technology - Estados Unidos |
| 2 | Prokopyev, Oleg A. | Hombre |
Univ Pittsburgh - Estados Unidos
University of Pittsburgh - Estados Unidos Swanson School of Engineering - Estados Unidos |
| 3 | SAURE-VALENZUELA, DENIS ROLAND | Hombre |
Universidad de Chile - Chile
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| Fuente |
|---|
| National Science Foundation |
| Comisión Nacional de Investigación Científica y Tecnológica |
| Air Force Office of Scientific Research |
| Comisión Nacional de Investigación CientÃfica y Tecnológica |
| Consejo Nacional de Innovacion, Ciencia y Tecnologia |
| Instituto de Sistemas Complejos de Ingeniería |
| Complex Engineering Systems Institute, ISCI |
| Defense Threat Reduction Agency |
| Instituto de Sistemas Complejos de IngenierÃa |
| Defense Thread Defense Agency |
| Defense Forensics and Biometrics Agency |
| Agradecimiento |
|---|
| The research of J.S. Borrero and O.A. Prokopyev was supported in part by the grants from the Air Force Office of Scientific Research [FA2386-12-1-3032], the Defense Thread Defense Agency [HDTRA1-14-1-0065] and the National Science Foundation [CMMI-1634835]. The research of D. Saure is supported in part by the Complex Engineering Systems Institute, ISCI [ICM-FIC: P05-004-F, CONICYT: FB0816]. |
| The research of J. S. Borrero and O. A. Prokopyev was supported in part by the grants from the Air Force Office of Scientific Research [FA2386-12-1-3032], the Defense Thread Defense Agency [HDTRA1-14-1-0065] and the National Science Foundation [CMMI- 1634835]. The research of D. Sauré is supported in part by the Complex Engineering Systems Institute, ISCI [ICM-FIC: P05-004-F, CONICYT: FB0816]. The authors thank the associate editor and two anonymous referees for constructive and helpful comments. |