  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.
