An Ambiguity Aversion Framework of Security Games Under Ambiguities

Abstract

Security is a critical concern around the world. Since resources for security are always limited, lots of interest have arisen in using game theory to han-dle security resource allocation problems. How-ever, most of the existing work does not address ad-equately how a defender chooses his optimal strat-egy in a game with absent, inaccurate, uncertain, and even ambiguous strategy profiles ’ payoffs. To address this issue, we propose a general frame-work of security games under ambiguities based on Dempster-Shafer theory and the ambiguity aversion principle of minimax regret. Then, we reveal some properties of this framework. Also, we present two methods to reduce the influence of complete igno-rance. Our investigation shows that this new frame-work is better in handling security resource alloca-tion problems under ambiguities. 1