Strategy investments in zero-sum games
dc.citation.firstpage | 1771 | en_US |
dc.citation.issueNumber | 8 | en_US |
dc.citation.journalTitle | Optimization Letters | en_US |
dc.citation.lastpage | 1789 | en_US |
dc.citation.volumeNumber | 18 | en_US |
dc.contributor.author | Garcia, Raul | en_US |
dc.contributor.author | Hosseinian, Seyedmohammadhossein | en_US |
dc.contributor.author | Pai, Mallesh | en_US |
dc.contributor.author | Schaefer, Andrew J. | en_US |
dc.date.accessioned | 2024-11-20T15:52:05Z | en_US |
dc.date.available | 2024-11-20T15:52:05Z | en_US |
dc.date.issued | 2024 | en_US |
dc.description.abstract | 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. | en_US |
dc.identifier.citation | Garcia, 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-z | en_US |
dc.identifier.digital | s11590-024-02130-z | en_US |
dc.identifier.doi | https://doi.org/10.1007/s11590-024-02130-z | en_US |
dc.identifier.uri | https://hdl.handle.net/1911/118060 | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Springer Nature | en_US |
dc.rights | Except 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.uri | https://creativecommons.org/licenses/by/4.0/ | en_US |
dc.subject.keyword | Zero-sum games | en_US |
dc.subject.keyword | Matrix games | en_US |
dc.subject.keyword | Strategy investments | en_US |
dc.subject.keyword | Mixed-integer linear programming | en_US |
dc.title | Strategy investments in zero-sum games | en_US |
dc.type | Journal article | en_US |
dc.type.dcmi | Text | en_US |
dc.type.publication | publisher version | en_US |
Files
Original bundle
1 - 1 of 1