Stochastic maximum flow interdiction problems under heterogeneous risk preferences

Xiao Lei, Siqian Shen, Yongjia Song

Abstract: Highlights•A maximum flow interdiction game is considered under a leader’s and a follower’s different risk preferences.•The leader interdicts arcs and the follower recovers arc capacities under uncertainty.•A conditional value-at-risk measure is used for risk-averse leader and follower.•We discuss five cases and formulate the problem as a bi- or tri-level program.•We solve mixed-integer linear programming reformulations to obtain optimal solutions.