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    DECISION MAKING UNDER UNCERTAINTY IN DYNAMIC MULTI-STAGE ATTACKER-DEFENDER GAMES

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    Author
    Luo, Yi
    Issue Date
    2011
    Keywords
    Decision making under uncertainty
    Dynamic programming
    Forecasting
    Game theory
    Intrusion defense system
    Optimal control
    Advisor
    Szidarovszky, Ferenc
    
    Metadata
    Show full item record
    Publisher
    The University of Arizona.
    Rights
    Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.
    Embargo
    Embargo: Release after 4/22/2013
    Abstract
    This dissertation presents efficient, on-line, convergent methods to find defense strategies against attacks in dynamic multi-stage attacker-defender games including adaptive learning. This effort culminated in four papers submitted to high quality journals and a book and they are partially published. The first paper presents a novel fictitious play approach to describe the interactions between the attackers and network administrator along a dynamic game. Multi-objective optimization methodology is used to predict the attacker's best actions at each decision node. The administrator also keeps track of the attacker's actions and updates his knowledge on the attacker's behavior and objectives after each detected attack, and uses this information to update the prediction of the attacker's future actions to find its best response strategies. The second paper proposes a Dynamic game tree based Fictitious Play (DFP) approach to describe the repeated interactive decision processes of the players. Each player considers all possibilities in future interactions with their uncertainties, which are based on learning the opponent's decision process (including risk attitude, objectives). Instead of searching the entire game tree, appropriate future time horizons are dynamically selected for both players. The administrator keeps tracking the opponent's actions, predicts the probabilities of future possible attacks, and then chooses its best moves. The third paper introduces an optimization model to maximize the deterministic equivalent of the random payoff function of a computer network administrator in defending the system against random attacks. By introducing new variables the transformed objective function becomes concave. A special optimization algorithm is developed which requires the computation of the unique solution of a single variable monotonic equation. The fourth paper, which is an invited book chapter, proposes a discrete-time stochastic control model to capture the process of finding the best current move of the defender. The defender's payoffs at each stage of the game depend on the attacker's and the defender's accumulative efforts and are considered random variables due to their uncertainty. Their certain equivalents can be approximated based on their first and second moments which is chosen as the cost functions of the dynamic system. An on-line, convergent, Scenarios based Proactive Defense (SPD) algorithm is developed based on Differential Dynamic Programming (DDP) to solve the associated optimal control problem.
    Type
    text
    Electronic Dissertation
    Degree Name
    Ph.D.
    Degree Level
    doctoral
    Degree Program
    Graduate College
    Systems & Industrial Engineering
    Degree Grantor
    University of Arizona
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