TY - GEN
T1 - Decision support using deterministic equivalents of probabilistic game trees
AU - Valenzuela, Michael L.
AU - Suantak, Liana
AU - Rozenblit, Jerzy W.
PY - 2012
Y1 - 2012
N2 - We have developed a game-theory driven decision-support tool that builds probabilistic game trees automatically from user-defined actions, rules, and states. The result of evaluating the paths in the game tree is a series of decisions which forms a decision-path representing an ε-Nash-Equilibrium. The algorithm uses certainty-equivalents to handle trade-offs between expected rewards and risks, effectively modeling the probabilistic game tree as deterministic. The resulting decision-paths correspond to player actions in the scenario. These sets of actions can be used as search patterns against a real-world database. A match to one of these patterns indicates an instance of novel behavior patterns generated by the game-theory driven decision support tool. This particular paradigm could be applied in any domain that requires anticipating and responding to adversarial agents with uncertainty, from mission planning to emergency responders to systems configuration.
AB - We have developed a game-theory driven decision-support tool that builds probabilistic game trees automatically from user-defined actions, rules, and states. The result of evaluating the paths in the game tree is a series of decisions which forms a decision-path representing an ε-Nash-Equilibrium. The algorithm uses certainty-equivalents to handle trade-offs between expected rewards and risks, effectively modeling the probabilistic game tree as deterministic. The resulting decision-paths correspond to player actions in the scenario. These sets of actions can be used as search patterns against a real-world database. A match to one of these patterns indicates an instance of novel behavior patterns generated by the game-theory driven decision support tool. This particular paradigm could be applied in any domain that requires anticipating and responding to adversarial agents with uncertainty, from mission planning to emergency responders to systems configuration.
KW - certainty equivalents
KW - decision support
KW - game simulation
KW - repeated game theory
KW - risk aversion
UR - http://www.scopus.com/inward/record.url?scp=84862084392&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84862084392&partnerID=8YFLogxK
U2 - 10.1109/ECBS.2012.22
DO - 10.1109/ECBS.2012.22
M3 - Conference contribution
AN - SCOPUS:84862084392
SN - 9780769546643
T3 - Proceedings - 2012 IEEE 19th International Conference and Workshops on Engineering of Computer-Based Systems, ECBS 2012
SP - 142
EP - 149
BT - Proceedings - 2012 IEEE 19th International Conference and Workshops on Engineering of Computer-Based Systems, ECBS 2012
T2 - 2012 IEEE 19th International Conference and Workshops on Engineering of Computer-Based Systems, ECBS 2012
Y2 - 11 April 2012 through 13 April 2012
ER -