2 papers
math.OC2024
A Successive Refinement for Solving Stochastic Programs with Decision-Dependent Random Capacities
Hugh Medal, Samuel Affar
We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function o…
math.OC2024
A Successive Refinement Algorithm for Tri-Level Stochastic Defender-Attacker Problems with Decision-Dependent Probability Distributions
Samuel Affar, Hugh Medal
Tri-level defender-attacker game models are a well-studied method for determining how best to protect a system (e.g., a transportation network) from attacks. Existing models assume…