Probability Distributions on Partially Ordered Sets and Network Interdiction Games

• 成果类型: Article
• 署名作者: Dahan, Mathieu; Amin, Saurabh; Jaillet, Patrick
• 署名单位: University System of Georgia; Georgia Institute of Technology; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2021.1140
• 发表日期: 2022
• 页码: 458-484
• 关键词: algorithms; robust; FLOW; arcs

摘要

This article poses the following problem: Does there exist a probability distribution over subsets of a finite partially ordered set (poset), such that a set of constraints involving marginal probabilities of the poset's elements and maximal chains is satisfied? We present a combinatorial algorithm to positively resolve this question. The algorithm can be implemented in polynomial time in the special case where maximal chain probabilities are affine functions of their elements. This existence problem is relevant for the equilibrium characterization of a generic strategic interdiction game on a capacitated flow network. The game involves a routing entity that sends its flow through the network while facing path transportation costs and an interdictor who simultaneously interdicts one or more edges while facing edge interdiction costs. Using our existence result on posets and strict complementary slackness in linear programming, we show that the Nash equilibria of this game can be fully described using primal and dual solutions of a minimum-cost circulation problem. Our analysis provides a new characterization of the critical components in the interdiction game. It also leads to a polynomial-time approach for equilibrium computation.