Computational adversarial risk analysis for general security games

Abstract

This paper provides an efficient computational scheme to handle general security games from an adversarial risk analysis perspective. Two cases in relation to single-stage and multi-stage simultaneous defend-attack games motivate our approach to general setups which uses bi-agent influence diagrams as underlying problem structure and augmented probability simulation as core computational methodology. Theoretical convergence and numerical, modeling, and implementation issues are thoroughly discussed. A disinformation war case study illustrates the relevance of the proposed approach.