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Adversarial risk analysis for bi-agent influence diagrams: An algorithmic approach

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  • González-Ortega, Jorge
  • Ríos Insua, David
  • Cano, Javier

Abstract

We describe how to support a decision maker who faces an adversary. To that end, we consider general interactions entailing sequences of both agents’ decisions, some of them possibly being simultaneous or repeated across time. We model their joint problem as a bi-agent influence diagram. Unlike previous solutions framed under a standard game-theoretic perspective, we provide a decision-analytic methodology to support the decision maker based on an adversarial risk analysis paradigm. This allows the avoidance of non-realistic strong common knowledge assumptions typical of non-cooperative game theory as well as a better apportion of uncertainty sources. We illustrate the methodology with a schematic critical infrastructure protection problem.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:ejores:v:273:y:2019:i:3:p:1085-1096
    DOI: 10.1016/j.ejor.2018.09.015
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