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Robustness for Adversarial Risk Analysis

In: Robustness Analysis in Decision Aiding, Optimization, and Analytics

Author

Listed:
  • David Ríos Insua

    (Consejo Superior de Investigaciones Científicas)

  • Fabrizio Ruggeri

    (Istituto di Matematica Applicata e Tecnologie Informatiche)

  • Cesar Alfaro

    (Rey Juan Carlos University)

  • Javier Gomez

    (Rey Juan Carlos University)

Abstract

Adversarial Risk Analysis is an emergent paradigm for supporting a decision maker who faces adversaries in problems in which the consequences are random and depend on the actions of all participating agents. In this chapter, we outline a framework for robust analysis methods in Adversarial Risk Analysis. Our discussion focuses on security applications.

Suggested Citation

  • David Ríos Insua & Fabrizio Ruggeri & Cesar Alfaro & Javier Gomez, 2016. "Robustness for Adversarial Risk Analysis," International Series in Operations Research & Management Science, in: Michael Doumpos & Constantin Zopounidis & Evangelos Grigoroudis (ed.), Robustness Analysis in Decision Aiding, Optimization, and Analytics, chapter 0, pages 39-58, Springer.
    • Handle: RePEc:spr:isochp:978-3-319-33121-8_3
    DOI: 10.1007/978-3-319-33121-8_3
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    Cited by:

    1. Michael Macgregor Perry & Hadi El-Amine, 2021. "Computational Efficiency in Multivariate Adversarial Risk Analysis Models," Papers 2110.12572, arXiv.org.
    2. Michael Macgregor Perry, 2021. "Analyzing a Complex Game for the South China Sea Fishing Dispute using Response Surface Methodologies," Papers 2110.12568, arXiv.org, revised Dec 2021.
    3. Muhammad Ejaz & Nisho Rani & Muhammad Ramzan Sheikh, 2023. "First Price Sealed-Bid Auctions with Bidders’ Heterogeneous Risk Behavior: An Adversarial Risk Analysis Approach," Decision Analysis, INFORMS, vol. 20(3), pages 231-241, September.
    4. González-Ortega, Jorge & Ríos Insua, David & Cano, Javier, 2019. "Adversarial risk analysis for bi-agent influence diagrams: An algorithmic approach," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1085-1096.
    5. Muhammad Ejaz & Stephen Joe & Chaitanya Joshi, 2021. "Adversarial Risk Analysis for Auctions Using Mirror Equilibrium and Bayes Nash Equilibrium," Decision Analysis, INFORMS, vol. 18(3), pages 185-202, September.

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