A Robust Optimization Approach to Designing Near-Optimal Strategies for Constant-Sum Monitoring Games.
Aida RahmattalabiPhebe VayanosMilind TambePublished in: GameSec (2018)
Keyphrases
- optimal strategy
- robust optimization
- decision problems
- game tree
- chance constrained
- stochastic programming
- expected utility
- mathematical programming
- monte carlo
- risk measures
- portfolio optimization
- expected cost
- decision theory
- chance constraints
- mathematical models
- game theory
- game playing
- lot sizing
- objective function
- semidefinite programming
- utility function
- genetic algorithm
- machine learning
- data mining