Group for Research in Decision Analysis

Bilevel and simultaneous integer programming games

Margarida Carvalho Universidade do Porto, Portugal

A novel algorithm to tackle a simple to formulate sequential game, the bilevel knapsack with interdiction constraints, is proposed. Then, the relation of bilevel integer problems with simultaneous games is established. Additionally, an algorithm to compute equilibria of general simultaneous games is described. We conclude with the presentation of real-world games suitable to be formulated as integer programming games.

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