• Login
    View Item 
    •   Home
    • Research
    • Articles
    • View Item
    •   Home
    • Research
    • Articles
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of KAUSTCommunitiesIssue DateSubmit DateThis CollectionIssue DateSubmit Date

    My Account

    Login

    Quick Links

    Open Access PolicyORCID LibguidePlumX LibguideSubmit an Item

    Statistics

    Display statistics

    Efficient Strategy Computation in Zero-Sum Asymmetric Information Repeated Games

    • CSV
    • RefMan
    • EndNote
    • BibTex
    • RefWorks
    Thumbnail
    Name:
    08788623.pdf
    Size:
    1.431Mb
    Format:
    PDF
    Description:
    Accepted Manuscript
    Download
    Type
    Article
    Authors
    Li, Lichun
    Shamma, Jeff S. cc
    KAUST Department
    Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
    Electrical Engineering Program
    Center of Excellence for NEOM Research
    Date
    2019-08-05
    Online Publication Date
    2019-08-05
    Print Publication Date
    2019
    Permanent link to this record
    http://hdl.handle.net/10754/656544
    
    Metadata
    Show full item record
    Abstract
    Zero-sum asymmetric information games model decision making scenarios involving two competing players whohave different information about the game being played. A particular case is that of nested information, where one (informed) player has superior information over the other (uninformed) player. This paper considers the case of nested information in repeated zero-sum games and studies the computation of strategies for both the informed and uninformed players for finite-horizon and discounted infinite-horizon nested information games. For finite-horizon settings, we exploit that for both players, the security strategy, and also the opponent's corresponding best response, depend only on the informed player's history of actions. Using this property, we formulate an LP computation of player strategies that is linear in the size of the uninformed player's action set. For the infinite-horizon discounted game, we construct LP formulations to compute the approximated security strategies for both players, and show that the worst case performance difference between the approximated security strategies and the security strategies converges to zero exponentially. Finally, we illustrate the results on a network interdiction game between an informed system administrator and an uniformed intruder.
    Citation
    Li, L., & Shamma, J. S. (2019). Efficient Strategy Computation in Zero-Sum Asymmetric Information Repeated Games. IEEE Transactions on Automatic Control, 1–1. doi:10.1109/tac.2019.2933396
    Publisher
    Institute of Electrical and Electronics Engineers (IEEE)
    Journal
    IEEE Transactions on Automatic Control
    DOI
    10.1109/tac.2019.2933396
    Additional Links
    https://ieeexplore.ieee.org/document/8788623/
    ae974a485f413a2113503eed53cd6c53
    10.1109/tac.2019.2933396
    Scopus Count
    Collections
    Articles; Electrical Engineering Program; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

    entitlement

     
    DSpace software copyright © 2002-2021  DuraSpace
    Quick Guide | Contact Us | Send Feedback
    Open Repository is a service hosted by 
    Atmire NV
     

    Export search results

    The export option will allow you to export the current search results of the entered query to a file. Different formats are available for download. To export the items, click on the button corresponding with the preferred download format.

    By default, clicking on the export buttons will result in a download of the allowed maximum amount of items. For anonymous users the allowed maximum amount is 50 search results.

    To select a subset of the search results, click "Selective Export" button and make a selection of the items you want to export. The amount of items that can be exported at once is similarly restricted as the full export.

    After making a selection, click one of the export format buttons. The amount of items that will be exported is indicated in the bubble next to export format.