Data-Driven Risk-Aware Adversarial Analysis under Uncertainty

Abstract

We formulate and solve (i) chance-constrained shortest path interdiction problem in which the leader ensures the maximum probability that the follower can travel within a certain time limit from source to destination is minimized;(ii) chance-constrained maximum flow interdiction with a similar probabilistic setting as in (i); (iii) distributionally robust network design problem under random capacities, arc cost, or arc availability; (iv) distributionally robust chance-constrained optimal power flow problem with multiple stages of decisions and uncertainties.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 03, 2018
Accession Number
AD1054790

Entities

People

  • Siqian M. Shen

Organizations

  • University of Michigan

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Commodities
  • Computer Programming
  • Computers
  • Evolutionary Algorithms
  • Integer Programming
  • Interdiction
  • Linear Programming
  • Load Monitoring
  • Military Research
  • Networks
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Standards
  • Students

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Operations Research