Journal
MATHEMATICS OF OPERATIONS RESEARCH
Volume 44, Issue 4, Pages 1431-1449Publisher
INFORMS
DOI: 10.1287/moor.2018.0978
Keywords
search games; scheduling; game theory; submodular functions
Funding
- Engineering and Physical Sciences Research Council [EP/M02797X/1]
- EPSRC [EP/M02797X/1] Funding Source: UKRI
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Suppose that some objects are hidden in a finite set S of hiding places that must be examined one by one. The cost of searching subsets of S is given by a submodular function, and the probability that all objects are contained in a subset is given by a supermodular function. We seek an ordering of S that finds all the objects with minimal expected cost. This problem is NP-hard, and we give an efficient combinatorial 2-approximation algorithm, generalizing analogous results in scheduling theory. We also give a new scheduling application where a set of jobs must be ordered subject to precedence constraints to minimize the weighted sum of some concave function of the completion times of subsets of jobs. We go on to give better approximations for submodular functions with low total curvature, and we give a full solution when the problem is what we call series parallel decomposable. Next, we consider a zero-sum game between a cost-maximizing hider and a cost-minimizing searcher. We prove that the equilibrium mixed strategies for the hider are in the base polyhedron of the cost function, suitably scaled, and we solve the game in the series-parallel decomposable case, giving approximately optimal strategies in other cases.
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