Information security analysis can be performed using game theory implemented in dynamic simulations of Agent-Based Models (ABMs). Such simulations can be verified with the results from game theory analysis and further used to explore larger scale, real world scenarios involving multiple attackers, defenders, and information assets. Our approach addresses imperfect information and scalability th...

We propose a procedure to form information models based on equations of fluid mechanics. A novel game information dynamic model constructed using the procedure is proposed. This model is derived from a series of approximate solutions for flow past a flat plate at zero incidence. The five Base Ball games in the World Series 2010 are analyzed and the information dynamics is discussed in the light...

A principal seeks to persuade an agent accept offer of uncertain value before a deadline expires. The can generate information, but exerts no control over exogenous outside information. combined effect the and information creates incentives for keep uncertainty high in first periods so as close deadline. We characterize equilibrium, compare it single-player decision problem which is agent’s onl...

We develop a tractable and flexible data-driven approach for incorporating side information into multi-stage stochastic programming. The proposed framework uses predictive machine learning methods (such as k-nearest neighbors, kernel regression, random forests) to weight the relative importance of various uncertainty sets in robust optimization formulation. Through novel measure concentration r...

We provide an inductive de…nition of game-positions, which generalize the notion of nodes in perfect-information games with no in…nite paths. Game-states are de…ned inductively as well. Essentially, a game-state consists of a speci…cation of the game-states that result from players’actions, and the players’types, specifying their beliefs on game-states. In a dynamic equilibrium each type choose...

We study a repeated game with asymmetric information about a dynamic state of nature. In the course of the game, the better informed player can communicate some or all of his information to the other. Our model covers costly and/or bounded communication. We characterize the set of equilibrium payoffs, and contrast these with the communication equilibrium payoffs, which by definition entail no c...

This paper deals with a smuggling game with multiple stages, in which Customs and a smuggler participate. Customs and the smuggler are allowed to take an action of patrol and smuggling, respectively, within the limited number of chances. Customs obtains reward by the capture of the smuggler and the smuggler gets reward by the success of smuggling. The reward or the payoff of the game is brought...

We study a repeated game with asymmetric information about a dynamic state of nature. In the course of the game, the better informed player can communicate some or all of his information to the other. Our model covers costly and/or bounded communication. We characterize the set of equilibrium payoffs, and contrast these with the communication equilibrium payoffs, which by definition entail no c...