Methods and Algorithms for Infinite Bayesian Stackelberg Security Games - (Extended Abstract)

Recently there has been significant interest in applications of gametheoretic analysis to analyze security resource allocation decisions. Two examples of deployed systems based on this line of research are the ARMOR system in use at the Los Angeles International Airport [20], and the IRIS system used by the Federal Air Marshals Service [25]. Game analysis always begins by developing a model of the domain, often based on inputs from domain experts or historical data. These models inevitably contain significant uncertainty—especially in security domains where intelligence about adversary capabilities and preferences is very difficult to gather. In this work we focus on developing new models and algorithms that capture this uncertainty using continuous payoff distributions. These models are richer and more powerful than previous approaches that are limited to small finite Bayesian game models. We present the first algorithms for approximating equilibrium solutions in these games, and study these algorithms empirically. Our results show dramatic improvements over existing techniques, even in cases where there is very limited uncertainty about an adversaries’ payoffs.