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Adversarial Risk Analysis
SPAR
kr 166
Adversarial Risk Analysis

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)

A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes. Adversarial Risk Analysis develops methods for allocating defensive or offensive resources against intelligent adversaries. Many examples throughout illustrate the application of the ARA approach to a variety of games and strategic situations.

  • Focuses on the recent subfield of decision analysis, ARA
  • Compares ideas from decision theory and game theory
  • Uses multi-agent influence diagrams (MAIDs) throughout to help readers visualize complex information structures
  • Applies the ARA approach to simultaneous games, auctions, sequential games, and defend-attack games
  • Contains an extended case study based on a real application in railway security, which provides a blueprint for how to perform ARA in similar security situations
  • Includes exercises at the end of most chapters, with selected solutions at the back of the book
  • The book shows decision makers how to build Bayesian models for the strategic calculation of their opponents, enabling decision makers to maximize their expected utility or minimize their expected loss. This new approach to risk analysis asserts that analysts should use Bayesian thinking to describe their beliefs about an opponent’s goals, resources, optimism, and type of strategic calculation, such as minimax and level-k thinking. Within that framework, analysts then solve the problem from the perspective of the opponent while placing subjective probability distributions on all unknown quantities. This produces a distribution over the actions of the opponent and enables analysts to maximize their expected utilities.

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    Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)

    A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes. Adversarial Risk Analysis develops methods for allocating defensive or offensive resources against intelligent adversaries. Many examples throughout illustrate the application of the ARA approach to a variety of games and strategic situations.

  • Focuses on the recent subfield of decision analysis, ARA
  • Compares ideas from decision theory and game theory
  • Uses multi-agent influence diagrams (MAIDs) throughout to help readers visualize complex information structures
  • Applies the ARA approach to simultaneous games, auctions, sequential games, and defend-attack games
  • Contains an extended case study based on a real application in railway security, which provides a blueprint for how to perform ARA in similar security situations
  • Includes exercises at the end of most chapters, with selected solutions at the back of the book
  • The book shows decision makers how to build Bayesian models for the strategic calculation of their opponents, enabling decision makers to maximize their expected utility or minimize their expected loss. This new approach to risk analysis asserts that analysts should use Bayesian thinking to describe their beliefs about an opponent’s goals, resources, optimism, and type of strategic calculation, such as minimax and level-k thinking. Within that framework, analysts then solve the problem from the perspective of the opponent while placing subjective probability distributions on all unknown quantities. This produces a distribution over the actions of the opponent and enables analysts to maximize their expected utilities.

    Produktdetaljer
    Sprog: Engelsk
    Sider: 224
    ISBN-13: 9781498712392
    Indbinding: Hardback
    Udgave:
    ISBN-10: 1498712398
    Kategori: Spilteori
    Udg. Dato: 30 jun 2015
    Længde: 18mm
    Bredde: 243mm
    Højde: 162mm
    Oplagsdato: 30 jun 2015
    Forfatter(e) David Rios Insua, Jesus M. Rios Aliaga, David L. Banks


    Kategori Spilteori


    Sprog Engelsk


    Indbinding Hardback


    Sider 224


    Udgave


    Længde 18mm


    Bredde 243mm


    Højde 162mm

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