2022 Optimization Days

HEC Montréal, Québec, Canada, 16 — 18 May 2022

Schedule Authors My Schedule

TA1 - Tutorial III

May 17, 2022 10:30 AM – 12:10 PM

Location: Walter Capital (blue) Previously BDC

Chaired by Sébastien Le Digabel

1 Presentation

  • 10:30 AM - 12:10 PM

    Mathematical Programming for Games

    • Margarida Carvalho, presenter, Université de Montréal

    Game theory focuses on situations in which multiple self-interested players interact. These players can be understood as decision makers driven by their individual preferences. In this tutorial, we will describe mathematical programming tools to model and solve games. We will first present basic concepts of cooperative game theory and analyze them through the lens of mathematical programming. Then, we will turn our attention to the non-cooperative case. We will start by showing the connection between linear programming and strategic form games. Then, the discussion of continuous games will motivate the introduction of linear complementarity problems. Finally, we present the recently introduced class of integer programming games.