TY - JOUR
T1 - Using the extraproximal method for computing the shortest-path mixed Lyapunov equilibrium in Stackelberg security games
AU - Clempner, Julio B.
AU - Poznyak, Alexander S.
N1 - Publisher Copyright:
© 2017 International Association for Mathematics and Computers in Simulation (IMACS)
PY - 2017/8/1
Y1 - 2017/8/1
N2 - In this paper we present a game theory model based on the extraproximal approach for computing the shortest-path Lyapunov equilibrium in Stackelberg security games. The extraproximal method is employed to compute the mixed stationary strategies: attackers operate on partial knowledge of the defender's strategies for fixed targets. We transform the Stackelberg game into a potential (Lyapunov) game replacing the ergodic behavior of the system by a shortest-path trajectory implemented by a Lyapunov-like function. In the resulting potential security game the Stackelberg and Nash equilibria coincide with the Lyapunov equilibrium. Validity of the proposed method is demonstrated both theoretically and experimentally.
AB - In this paper we present a game theory model based on the extraproximal approach for computing the shortest-path Lyapunov equilibrium in Stackelberg security games. The extraproximal method is employed to compute the mixed stationary strategies: attackers operate on partial knowledge of the defender's strategies for fixed targets. We transform the Stackelberg game into a potential (Lyapunov) game replacing the ergodic behavior of the system by a shortest-path trajectory implemented by a Lyapunov-like function. In the resulting potential security game the Stackelberg and Nash equilibria coincide with the Lyapunov equilibrium. Validity of the proposed method is demonstrated both theoretically and experimentally.
KW - Extraproximal method
KW - Finite Markov chains
KW - Lyapunov games
KW - Security games
KW - Strong Stackelberg equilibrium
UR - http://www.scopus.com/inward/record.url?scp=85010894672&partnerID=8YFLogxK
U2 - 10.1016/j.matcom.2016.12.010
DO - 10.1016/j.matcom.2016.12.010
M3 - Artículo
SN - 0378-4754
VL - 138
SP - 14
EP - 30
JO - Mathematics and Computers in Simulation
JF - Mathematics and Computers in Simulation
ER -