Groupe d’études et de recherche en analyse des décisions

G-2018-83

Computing Nash equilibria for integer programming games

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In this paper, we develop algorithmic approaches for a recently defined class of games, the integer programming games. Two general methods to approximate an equilibrium are presented and enhanced in order to improve their practical efficiency. Their performance is analysed through computational experiments in a knapsack game and a competitive lot-sizing game. To the best of our knowledge, this is the first time that equilibria computation methods for general integer programming games are build and computationally tested.

, 26 pages