HyRiM-package: Multicriteria Risk Management using Zero-Sum Games with...

In HyRiM: Multicriteria Risk Management using Zero-Sum Games with Vector-Valued Payoffs that are Probability Distributions

Multicriteria Risk Management using Zero-Sum Games with Vector-Valued Payoffs that are Probability Distributions

Description

Construction and analysis of multivalued zero-sum matrix games over the abstract space of probability distributions, which describe the losses in each scenario of defense vs. attack action. The distributions can be compiled directly from expert opinions or other empirical data (insofar available). The package implements the methods put forth in the EU project HyRiM (Hybrid Risk Management for Utility Networks), FP7 EU Project Number 608090. The method has been published in Rass, S., König, S., Schauer, S., 2016. Decisions with Uncertain Consequences-A Total Ordering on Loss-Distributions. PLoS ONE 11, e0168583. <doi:10.1371/journal.pone.0168583>, and applied for advanced persistent thread modeling in Rass, S., König, S., Schauer, S., 2017. Defending Against Advanced Persistent Threats Using Game-Theory. PLoS ONE 12, e0168675. <doi:10.1371/journal.pone.0168675>. A volume covering the wider range of aspects of risk management, partially based on the theory implemented in the package is the book edited by S. Rass and S. Schauer, 2018. Game Theory for Security and Risk Management: From Theory to Practice. Springer, <doi:10.1007/978-3-319-75268-6>, ISBN 978-3-319-75267-9.

Author(s)

Stefan Rass, Sandra Koenig, Ali Alshawish

Maintainer: "Stefan Rass, on behalf of the Austrian Institute of Technology" <[e-mail]>

References

S. Rass, S. König, S. Schauer: Games over Probability Distributions Revisited: New Equilibrium Models and Refinements, MDPI Games 2022, 13(6), 80; DOI: https://doi.org/10.3390/g13060080, online: https://www.mdpi.com/2073-4336/13/6/80

S. Rass, S. König, S. Schauer, V. Bürgin, J. Epperlein, F. Wirth: On Game Theory Using Stochastic Tail Orders, arXiv:2108.00680v1 [math.PR], 2021

S. Rass, A. Wiegele, S. König: Security Games over Lexicographic Orders, in: Decision and Game Theory for Security, 11th International Conference, GameSec 2020, College Park, MD, USA, October 28–30, 2020, Proceedings, Springer LNCS 12513, ISBN 978-3-030-64792-6

S. Rass, S. Koenig, S. Schauer: Uncertainty in Games: Using Probability-Distributions as Payoffs. in MHR Khouzani et al. (Eds.) GameSec 2015, Springer LNCS 9406, pp. 346-357, DOI: 10.1007/978-3-319-25594-1_20.

S. Rass. On Game-Theoretic Risk Management (Part One). Towards a Theory of Games with Payoffs that are Probability-Distributions. ArXiv e-prints, June 2015. http://arxiv.org/abs/1506.07368.

S. Rass. On Game-Theoretic Risk Management (Part Two). Algorithms Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs, ArXiv e-prints, arXiv:1511.08591, 2015.

HyRiM documentation built on Dec. 9, 2022, 1:08 a.m.