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A Polyhedral Approach to Some Max-min Problems

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 نشر من قبل Thomas Lidbetter Dr
 تاريخ النشر 2021
  مجال البحث الهندسة المعلوماتية
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We consider a max-min variation of the classical problem of maximizing a linear function over the base of a polymatroid. In our problem we assume that the vector of coefficients of the linear function is not a known parameter of the problem but is some vertex of a simplex, and we maximize the linear function in the worst case. Equivalently, we view the problem as a zero-sum game between a maximizing player whose mixed strategy set is the base of the polymatroid and a minimizing player whose mixed strategy set is a simplex. We show how to efficiently obtain optimal strategies for both players and an expression for the value of the game. Furthermore, we give a characterization of the set of optimal strategies for the minimizing player. We consider fou



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