马尔可夫链中的第一通过时间阻断

IF 0.8 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Letters Pub Date : 2024-03-27 DOI:10.1016/j.orl.2024.107111

Niloufar Daemi, Juan S. Borrero, Balabhaskar Balasundaram

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引用次数: 0

摘要

我们引入了网络拦截问题的一个新变体，即马尔可夫逃逸者在每一步中随机选择一个邻近顶点，建立从指定源点到终点的路径。拦截者的目标是最大化逃避者的最小预期首次通过时间。我们建立了拦截不会产生反效果的充分条件，证明了该问题的 NP 难度，并通过在社交网络测试平台上求解混合整数编程公式证明了该模型的实用性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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First passage time interdiction in Markov chains

We introduce a new variant of the network interdiction problem with a Markovian evader that randomly chooses a neighboring vertex in each step to build their path from designated source(s) to terminal(s). The interdictor's goal is to maximize the evader's minimum expected first passage time. We establish sufficient conditions for the interdiction to not be counter-productive, prove that the problem is NP-hard, and demonstrate the model's usefulness by solving a mixed-integer programming formulation on a test bed of social networks.

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来源期刊

Operations Research Letters 管理科学-运筹学与管理科学

CiteScore

2.10

自引率

9.10%

发文量

111

审稿时长

83 days

期刊介绍： Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.