Security Strategies of Both Players in Asymmetric Information Zero-Sum Stochastic Games with an Informed Controller

Handle URI:
http://hdl.handle.net/10754/626542
Title:
Security Strategies of Both Players in Asymmetric Information Zero-Sum Stochastic Games with an Informed Controller
Authors:
Li, Lichun; Langbort, Cedric; Shamma, Jeff S. ( 0000-0001-5638-9551 )
Abstract:
This paper considers a zero-sum two-player asymmetric information stochastic game where only one player knows the system state, and the transition law is controlled by the informed player only. For the informed player, it has been shown that the security strategy only depends on the belief and the current stage. We provide LP formulations whose size is only linear in the size of the uninformed player's action set to compute both history based and belief based security strategies. For the uninformed player, we focus on the regret, the difference between 0 and the future payoff guaranteed by the uninformed player in every possible state. Regret is a real vector of the same size as the belief, and depends only on the action of the informed player and the strategy of the uninformed player. This paper shows that the uninformed player has a security strategy that only depends on the regret and the current stage. LP formulations are then given to compute the history based security strategy, the regret at every stage, and the regret based security strategy. The size of the LP formulations are again linear in the size of the uninformed player action set. Finally, an intrusion detection problem is studied to demonstrate the main results in this paper.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division; Electrical Engineering Program
Publisher:
arXiv
Issue Date:
7-Nov-2017
ARXIV:
arXiv:1711.02308
Type:
Preprint
Additional Links:
http://arxiv.org/abs/1711.02308v1; http://arxiv.org/pdf/1711.02308v1
Appears in Collections:
Other/General Submission; Electrical Engineering Program; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorLi, Lichunen
dc.contributor.authorLangbort, Cedricen
dc.contributor.authorShamma, Jeff S.en
dc.date.accessioned2017-12-28T07:32:15Z-
dc.date.available2017-12-28T07:32:15Z-
dc.date.issued2017-11-07en
dc.identifier.urihttp://hdl.handle.net/10754/626542-
dc.description.abstractThis paper considers a zero-sum two-player asymmetric information stochastic game where only one player knows the system state, and the transition law is controlled by the informed player only. For the informed player, it has been shown that the security strategy only depends on the belief and the current stage. We provide LP formulations whose size is only linear in the size of the uninformed player's action set to compute both history based and belief based security strategies. For the uninformed player, we focus on the regret, the difference between 0 and the future payoff guaranteed by the uninformed player in every possible state. Regret is a real vector of the same size as the belief, and depends only on the action of the informed player and the strategy of the uninformed player. This paper shows that the uninformed player has a security strategy that only depends on the regret and the current stage. LP formulations are then given to compute the history based security strategy, the regret at every stage, and the regret based security strategy. The size of the LP formulations are again linear in the size of the uninformed player action set. Finally, an intrusion detection problem is studied to demonstrate the main results in this paper.en
dc.publisherarXiven
dc.relation.urlhttp://arxiv.org/abs/1711.02308v1en
dc.relation.urlhttp://arxiv.org/pdf/1711.02308v1en
dc.rightsArchived with thanks to arXiven
dc.titleSecurity Strategies of Both Players in Asymmetric Information Zero-Sum Stochastic Games with an Informed Controlleren
dc.typePreprinten
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.contributor.departmentElectrical Engineering Programen
dc.eprint.versionPre-printen
dc.contributor.institutionCoordinated Science Lab, University of Illinois at Urbana-Champaignen
dc.identifier.arxividarXiv:1711.02308en
kaust.authorShamma, Jeff S.en
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