Adversarial risk analysis: Borel games

作者：Banks David^*; Petralia Francesca; Wang Shouqiang

来源：Applied Stochastic Models in Business and Industry, 2011, 27(2): 72-86.

DOI：10.1002/asmb.890

• game theory
• Bayesian
• Borel game

Adversarial risk analysis (ARA) offers a new solution concept in game theory. This paper explores its application to a range of simple gambling games, enabling comparison with minimax solutions for similar problems. We find that ARA has several attractive advantages: it is easier to compute, it takes account of asymmetric information, it corresponds better to human behavior, and it reduces to previous solutions in appropriate circumstances.

• 出版日期2011-4