Strategy investments in zero-sum games

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, an...

Full description

Saved in:
Bibliographic Details
Published inOptimization letters Vol. 18; no. 8; pp. 1771 - 1789
Main Authors Garcia, Raul, Hosseinian, Seyedmohammadhossein, Pai, Mallesh, Schaefer, Andrew J.
Format Journal Article
LanguageEnglish
Published Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2024
Subjects
Computational Intelligence
Mathematics
Mathematics and Statistics
Numerical and Computational Physics
Operations Research/Decision Theory
Optimization
Original Paper
Simulation
Matrix games
Zero-sum games
Strategy investments
Mixed-integer linear programming
Online AccessGet full text
ISSN1862-4472
1862-4480
1862-4480
DOI10.1007/s11590-024-02130-z

Cover

More Information
Summary: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.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:1862-4472
1862-4480
1862-4480
DOI:10.1007/s11590-024-02130-z