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

作者：Clempner Julio B^*; Poznyak Alexander S

来源：Mathematics and Computers in Simulation, 2017, 138: 14-30.

DOI：10.1016/j.matcom.2016.12.010

• Security games
• Strong Stackelberg equilibrium
• Extraproximal method
• Lyapunov games
• Finite Markov chains

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.

• 出版日期2017-8