Control of Parametric Games
| Autor: | Bruno Sinopoli, Carmel Fiscko, Brian Swenson, Soummya Kar |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
0209 industrial biotechnology
Mathematical optimization Computer science 020208 electrical & electronic engineering ComputingMilieux_PERSONALCOMPUTING Markov process Context (language use) 02 engineering and technology Outcome (game theory) symbols.namesake 020901 industrial engineering & automation Reachability Best response 0202 electrical engineering electronic engineering information engineering symbols Markov decision process Realization (probability) Parametric statistics |
| Zdroj: | ECC |
| Popis: | This work studies a class of multi-player games in which the players' decisions can be influenced by a superplayer. We define a game with $n$ players and parameterized utilities $u$ (., a) where the superplayer controls the value of a. The regular players follow Markovian repeated play dynamics that encompass a wide class of learning dynamics including strict best response. The objective of the superplayer is to control $a$ dynamically to achieve a desired outcome in the game-play, which in this work we define as the realization of target joint strategies. We introduce the class of parametric games and reformulate the superplayer control problem as a Markov decision process (MDP). Reachability criteria are developed, allowing the superplayer to determine which game-play may occur with positive probability. With a reachable goal joint strategy, a cost-optimal policy can be computed using standard tools in dynamic programming. A sample MDP reward function is presented such that a reachable target joint strategy is guaranteed to be played almost surely. Finally, an application in a cyber-security context is provided to illustrate the use of the proposed methodology and its effectiveness. |
| Databáze: | OpenAIRE |
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