Based on http://www.optimization-online.org/DB_HTML/2013/04/3830.html

Contents: This project consists of the following applications

• "main" which executes the main dynamic algorithms in the paper.
• "heurisitc" which runs the static stochastic and deterministic algorithms. Has a dependency on the CPLEX library.
• "psample" one of the experiments in the paper.. it works out interdiction probabilities based off a given 'policy file' (a file that encodes the decisions to be taken in each state).
• "unit-tests" - self-explanatory.

Installation: Note: only targets unix atm ... Also a little hacky but should work out for you.

• You need to create a directory caleld 'install' which should be a sibling directory of 'src'. You can override this default install directory with the Make variable INSTALL_DIR.
• make -C src
• Installed binaries and static libraries (if all goes well) should end up in install directory

Any questions? Email gutineli@gmail.com.

Thx