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Computational aspects of Stackelberg games.

机译:Stackelberg游戏的计算方面。

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摘要

Game theory involves the study of how self-interested agents interact in various settings. Perhaps the best-known game theoretic solution concept is that of Nash equilibrium. However, Nash equilibrium makes a number of assumptions, such as rationality of all of the players and the ability of the players to choose the same equilibrium when more than one exists. Because of these assumptions, it is unclear if simply solving for Nash equilibrium is always the correct thing to do. In some settings, one player can instead credibly commit to a strategy, and communicate this to the other player, before the other player can make a decision. This has become known as a Stackelberg game. Computing optimal strategies to commit to in normal-form or Bayesian Stackelberg games is a topic that has recently been gaining attention, in part due to the application of such algorithms in various security and law enforcement scenarios. My work on Stackelberg games falls into three main areas.;First, I focus on general games, where we give efficient algorithms and hardness results for Bayesian, extensive-form and stochastic games. In each of these settings we study the relationship between different modeling assumptions and the tractability of finding an optimal strategy to commit to. For Bayesian games our results are mainly negative; we show that not only are the problems here NP-hard, but in many cases they are also inapproximable. Our results for extensive-form games are more mixed; we are able to give polynomial time algorithms for four cases. However, we also show that if we relax the assumptions made in these four cases, then the problem usually becomes NP-hard. Finally, our results for stochastic games are again somewhat negative, as we show that the problem is NP-hard is most reasonable cases. However, here we are also able to give an approximation algorithm to compute optimal commitment strategies in a setting where correlation is allowed.;I next focus on Stackelberg security games. Stackelberg security games usually involve the scheduling of scarce defense resources to cover some subset of potential targets. We first study methods for going from marginal solutions (which ignore overlapping coverage between different schedules) to valid mixed commitment strategies in graphical settings. Here we are able to characterize two new classes of games where mixed strategies corresponding to the marginal probabilities are guaranteed to exist, and give algorithms for finding them. Next, we offer a simple model of interdependencies between nodes in a network based on probabilistic failure cascades, extending the well-known independent cascade model of the spread of infectious diseases or ideas. We give an algorithm for this problem and experimentally show that this algorithm scales to realistic security settings and outperforms the state of-the-art alternatives. Finally, we create an approach for optimal interdiction of attack plans. We show how to model an attack plan interdiction problem as a large-scale integer linear program similar to an integer programming approach for solving partial satisfaction planning problems. We also give several oracle-based approaches for solving this and then evaluate them experimentally.;Third, I analyze how much benefit a player can derive from commitment in various types of games, in a quantitative sense that is similar to known concepts such as the value of mediation and the price of anarchy. To do this we introduce and study the value of pure commitment (the benefit of committing to a pure strategy), the value of mixed commitment (the benefit of committing to a mixed strategy), and the mixed vs. pure commitment ratio (how much can be gained by committing to a mixed strategy rather than a pure one).
机译:博弈论涉及对自利代理在各种情况下如何相互作用的研究。也许最著名的博弈论解决方案概念是纳什均衡。但是,纳什均衡做出许多假设,例如所有参与者的合理性以及存在多个参与者时参与者选择同一均衡的能力。由于这些假设,目前尚不清楚简单地解决纳什均衡是否总是正确的做法。在某些情况下,一个玩家可以选择可信地承诺一项策略,并在另一位玩家做出决定之前将其传达给另一位玩家。这已被称为Stackelberg游戏。计算承诺在正常形式或贝叶斯Stackelberg游戏中的最佳策略是一个最近引起人们关注的话题,部分原因是这种算法在各种安全和执法场景中的应用。我在Stackelberg游戏上的工作分为三个主要领域:首先,我专注于通用游戏,在此我们为贝叶斯,扩展形式和随机游戏提供有效的算法和硬度结果。在每种情况下,我们研究不同建模假设与寻找最佳策略的可处理性之间的关系。对于贝叶斯游戏,我们的结果主要是负面的;我们证明,这里的问题不仅是NP难题,而且在许多情况下也是无法解决的。我们针对大型游戏的结果更加复杂。我们可以给出四种情况的多项式时间算法。但是,我们还表明,如果我们放宽这四种情况下的假设,那么问题通常会变得难以解决。最后,我们的随机游戏结果还是有点消极,因为我们证明问题是最合理的情况是NP-难问题。但是,在这里我们也能够给出一种近似算法,以在允许相关的情况下计算最佳承诺策略。接下来,我将重点介绍Stackelberg安全游戏。 Stackelberg安全游戏通常涉及安排稀缺的防御资源,以覆盖潜在目标的某些子集。我们首先研究从边际解决方案(忽略不同计划之间的重叠覆盖范围)到图形设置中有效混合承诺策略的方法。在这里,我们能够描述两种新的游戏类型,其中保证了与边际概率相对应的混合策略,并提供了找到它们的算法。接下来,我们提供了一个基于概率故障级联的网络中节点之间相互依存关系的简单模型,扩展了众所周知的传染病或思想传播的独立级联模型。我们给出了针对该问题的算法,并通过实验证明了该算法可扩展至实际的安全设置,并且性能优于最新的替代方案。最后,我们创建了一种最佳拦截攻击计划的方法。我们展示了如何将攻击计划拦截问题建模为大规模整数线性程序,类似于解决局部满意度计划问题的整数规划方法。我们还提供了几种基于oracle的方法来解决该问题,然后进行实验评估。;第三,我以量化的方式分析玩家在各种类型的游戏中的投入可以带来多少收益,这与已知的概念(例如“调解的价值和无政府状态的代价。为此,我们介绍并研究了纯承诺的价值(承诺采用纯策略的好处),混合承诺的价值(承诺采用混合策略的好处)以及混合承诺与纯承诺的比率(多少)可以通过致力于混合策略而不是纯粹策略来获得)。

著录项

  • 作者

    Letchford, Joshua.;

  • 作者单位

    Duke University.;

  • 授予单位 Duke University.;
  • 学科 Computer Science.
  • 学位 Ph.D.
  • 年度 2013
  • 页码 182 p.
  • 总页数 182
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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