Tri-level mixed-binary linear programming: Solution approaches and application in defending critical infrastructure

Decentralized decision-making is becoming more ubiquitous in different organizations that often follow a hierarchical structure. To model these problems, multi-level programming has been suggested as a suitable methodology for modeling the interaction between the different levels of decisions. However, multi-level programming, even for the case of bi-levels, is known to be strongly N P -hard. To address this computational challenge, we develop …