Using the extraproximal method for computing the shortest-path mixed Lyapunov equilibrium in Stackelberg security games

Julio B. Clempner and Alexander S. Poznyak

Mathematics and Computers in Simulation (MATCOM), 2017, vol. 138, issue C, 14-30

Abstract: 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.

Keywords: Security games; Strong Stackelberg equilibrium; Extraproximal method; Lyapunov games; Finite Markov chains (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:138:y:2017:i:c:p:14-30

DOI: 10.1016/j.matcom.2016.12.010

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