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

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  • Clempner, Julio B.
  • Poznyak, Alexander S.

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.

Suggested Citation

  • Clempner, Julio B. & Poznyak, Alexander S., 2017. "Using the extraproximal method for computing the shortest-path mixed Lyapunov equilibrium in Stackelberg security games," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 138(C), pages 14-30.
    • Handle: RePEc:eee:matcom:v:138:y:2017:i:c:p:14-30
    DOI: 10.1016/j.matcom.2016.12.010
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    Cited by:

    1. Herty, Michael & Steffensen, Sonja & Thünen, Anna, 2022. "Multiscale control of Stackelberg games," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 200(C), pages 468-488.
    2. Alcantara-Jiménez, Guillermo & Clempner, Julio B., 2020. "Repeated Stackelberg security games: Learning with incomplete state information," Reliability Engineering and System Safety, Elsevier, vol. 195(C).

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