2022
Authors
Carvalho, M; Lodi, A; Pedroso, JP;
Publication
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Abstract
The recently-defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer requirements. Many real-world problems can suitably be cast in this way, hence anticipating IPG outcomes is of crucial value for policy makers. Nash equilibria have been widely accepted as the solution concept of a game. Thus, their computation provides a reasonable prediction of games outcome. In this paper, we start by showing the computational complexity of deciding the existence of a Nash equilibrium for an IPG. Then, using sufficient conditions for their existence, we develop a general algorithmic approach that is guaranteed to return a Nash equilibrium when the game is finite and to approximate an equilibrium when payoff functions are Lipschitz continuous. We also showcase how our methodology can be changed to determine other types of equilibria. The performance of our methods is analyzed through computational experiments on knapsack, kidney exchange and a competitive lot-sizing games. To the best of our knowledge, this is the first time that equilibria computation methods for general IPGs have been designed and computationally tested.
2022
Authors
Silva, M; Pedroso, JP;
Publication
MATHEMATICS
Abstract
In this work, we study a flexible compensation scheme for last-mile delivery where a company outsources part of the activity of delivering products to its customers to occasional drivers (ODs), under a scheme named crowdshipping. All deliveries are completed at the minimum total cost incurred with their vehicles and drivers plus the compensation paid to the ODs. The company decides on the best compensation scheme to offer to the ODs at the planning stage. We model our problem based on a stochastic and dynamic environment where delivery orders and ODs volunteering to make deliveries present themselves randomly within fixed time windows. The uncertainty is endogenous in the sense that the compensation paid to ODs influences their availability. We develop a deep reinforcement learning (DRL) algorithm that can deal with large instances while focusing on the quality of the solution: we combine the combinatorial structure of the action space with the neural network of the approximated value function, involving techniques from machine learning and integer optimization. The results show the effectiveness of the DRL approach by examining out-of-sample performance and that it is suitable to process large samples of uncertain data, which induces better solutions.
2022
Authors
Souza, MEB; Teixeira, JG; Pacheco, AP;
Publication
Advances in Forest Fire Research 2022
Abstract
2022
Authors
Souza, MEB; Pacheco, AP; Teixeira, JG;
Publication
Advances in Forest Fire Research 2022
Abstract
2022
Authors
Souza, MEB; Pacheco, AP; Teixeira, JG; Pereira, JMC;
Publication
Advances in Forest Fire Research 2022
Abstract
2022
Authors
Teixeira, JG; Miguéis, V; Nóvoa, H; Falcão e Cunha, J;
Publication
Research Handbook on Services Management
Abstract
[No abstract available]
The access to the final selection minute is only available to applicants.
Please check the confirmation e-mail of your application to obtain the access code.