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Operational Decision Making Under Uncertainty: Inferential, Sequential, And Adversarial Approaches, Andrew J. Keith
Operational Decision Making Under Uncertainty: Inferential, Sequential, And Adversarial Approaches, Andrew J. Keith
Theses and Dissertations
Modern security threats are characterized by a stochastic, dynamic, partially observable, and ambiguous operational environment. This dissertation addresses such complex security threats using operations research techniques for decision making under uncertainty in operations planning, analysis, and assessment. First, this research develops a new method for robust queue inference with partially observable, stochastic arrival and departure times, motivated by cybersecurity and terrorism applications. In the dynamic setting, this work develops a new variant of Markov decision processes and an algorithm for robust information collection in dynamic, partially observable and ambiguous environments, with an application to a cybersecurity detection problem. In the …