Authors
Margarida Carvalho, Andrea Lodi, João P Pedroso
Publication date
2022/12
Journal
European Journal of Operational Research
Volume
303
Pages
1057-1070
Publisher
North-Holland
Description
The recently-defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer requirements. Many real-world problems can suitably be cast in this way, hence anticipating IPG outcomes is of crucial value for policy makers. Nash equilibria have been widely accepted as the solution concept of a game. Thus, their computation provides a reasonable prediction of games outcome.
In this paper, we start by showing the computational complexity of deciding the existence of a Nash equilibrium for an IPG. Then, using sufficient conditions for their existence, we develop a general algorithmic approach that is guaranteed to return a Nash equilibrium when the game is finite and to approximate an equilibrium when payoff functions are Lipschitz continuous. We also showcase …
Total citations
202120222023202455812
Scholar articles
M Carvalho, A Lodi, JP Pedroso - European Journal of Operational Research, 2022