Strategy investments in zero-sum games

被引：0

作者：

Garcia, Raul ^{[1
]}

Hosseinian, Seyedmohammadhossein ^{[2
]}

Pai, Mallesh ^{[3
]}

Schaefer, Andrew J. ^{[1
]}

机构：

[1] Rice Univ, Dept Computat Appl Math & Operat Res, Houston, TX 77005 USA

[2] Univ Cincinnati, Dept Mech & Mat Engn, Cincinnati, OH 45221 USA

[3] Rice Univ, Dept Econ, Houston, TX 77005 USA

来源：

OPTIMIZATION LETTERS | 2024年 / 18卷 / 08期

基金：

美国国家卫生研究院;

关键词：

Zero-sum games; Matrix games; Strategy investments; Mixed-integer linear programming;

D O I：

10.1007/s11590-024-02130-z

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We propose an extension of two-player zero-sum games, where one player may select available actions for themselves and the opponent, subject to a budget constraint. We present a mixed-integer linear programming (MILP) formulation for the problem, provide analytical results regarding its solution, and discuss applications in the security and advertising domains. Our computational experiments demonstrate that heuristic approaches, on average, yield suboptimal solutions with at least a 20% relative gap with those obtained by the MILP formulation.

引用

页码：1771 / 1789

页数：19

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