First passage time interdiction in Markov chains

Abstract

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.

Publication
Operations Research Letters