Strategy investments in zero-sum games

dc.citation.firstpage1771en_US
dc.citation.issueNumber8en_US
dc.citation.journalTitleOptimization Lettersen_US
dc.citation.lastpage1789en_US
dc.citation.volumeNumber18en_US
dc.contributor.authorGarcia, Raulen_US
dc.contributor.authorHosseinian, Seyedmohammadhosseinen_US
dc.contributor.authorPai, Malleshen_US
dc.contributor.authorSchaefer, Andrew J.en_US
dc.date.accessioned2024-11-20T15:52:05Zen_US
dc.date.available2024-11-20T15:52:05Zen_US
dc.date.issued2024en_US
dc.description.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.en_US
dc.identifier.citationGarcia, R., Hosseinian, S., Pai, M., & Schaefer, A. J. (2024). Strategy investments in zero-sum games. Optimization Letters, 18(8), 1771–1789. https://doi.org/10.1007/s11590-024-02130-zen_US
dc.identifier.digitals11590-024-02130-zen_US
dc.identifier.doihttps://doi.org/10.1007/s11590-024-02130-zen_US
dc.identifier.urihttps://hdl.handle.net/1911/118060en_US
dc.language.isoengen_US
dc.publisherSpringer Natureen_US
dc.rightsExcept where otherwise noted, this work is licensed under a Creative Commons Attribution (CC BY) license. Permission to reuse, publish, or reproduce the work beyond the terms of the license or beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/en_US
dc.subject.keywordZero-sum gamesen_US
dc.subject.keywordMatrix gamesen_US
dc.subject.keywordStrategy investmentsen_US
dc.subject.keywordMixed-integer linear programmingen_US
dc.titleStrategy investments in zero-sum gamesen_US
dc.typeJournal articleen_US
dc.type.dcmiTexten_US
dc.type.publicationpublisher versionen_US
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