Strategy investments in zero-sum games-Reference-Cited by-同舟云学术

Strategy investments in zero-sum games

Published:2024-06-24 Issue: Volume: Page:
ISSN:1862-4472
Container-title:Optimization Letters
language:en
Short-container-title:Optim Lett

Author:

Garcia Raul^ORCID,Hosseinian Seyedmohammadhossein^ORCID,Pai Mallesh^ORCID,Schaefer Andrew J.^ORCID

Abstract

AbstractWe 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.

Funder

Office of Naval Research

National Institutes of Health

Publisher

Springer Science and Business Media LLC

Link

https://link.springer.com/content/pdf/10.1007/s11590-024-02130-z.pdf

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