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Selected Interdiction Games With Uncertain, Risk-Averse, And Simultaneous Play Considerations, Di H. Nguyen May 2022

Selected Interdiction Games With Uncertain, Risk-Averse, And Simultaneous Play Considerations, Di H. Nguyen

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This dissertation examines two network interdiction problems: a shortest-path interdiction problem under uncertainty and a network interdiction problem in a simultaneous game. Both problems happen in two stages over a directed network, and involve a leader and a follower who have opposing interests.

In the first problem, the leader acts first to lengthen a subset of arcs, and a follower acts second to select a shortest path across the network. The cost for a follower’s arc consists of a base cost if the arc is not interdicted, plus an additional cost that is incurred if the arc is interdicted. The …


Revenue And Order Management Under Demand Uncertainty, Kiran Chahar Aug 2008

Revenue And Order Management Under Demand Uncertainty, Kiran Chahar

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We consider a firm that delivers its products across several customers or markets, each with unique revenue and uncertain demand size for a single selling season. Given that the firm experiences a long procurement lead time, the firm must decide, far in advance of the selling season not only the markets to be pursued but also the procurement quantity. In this dissertation, we present several operational scenarios in which the firm must decide which customer demands to satisfy, at what level to satisfy each customer demand, and how much to produce (or order) in total.
Traditionally, a newsvendor approach to …