1 research outputs found
Fictitious Play with Time-Invariant Frequency Update for Network Security
We study two-player security games which can be viewed as sequences of
nonzero-sum matrix games played by an Attacker and a Defender. The evolution of
the game is based on a stochastic fictitious play process, where players do not
have access to each other's payoff matrix. Each has to observe the other's
actions up to present and plays the action generated based on the best response
to these observations. In a regular fictitious play process, each player makes
a maximum likelihood estimate of her opponent's mixed strategy, which results
in a time-varying update based on the previous estimate and current action. In
this paper, we explore an alternative scheme for frequency update, whose mean
dynamic is instead time-invariant. We examine convergence properties of the
mean dynamic of the fictitious play process with such an update scheme, and
establish local stability of the equilibrium point when both players are
restricted to two actions. We also propose an adaptive algorithm based on this
time-invariant frequency update.Comment: Proceedings of the 2010 IEEE Multi-Conference on Systems and Control
(MSC10), September 2010, Yokohama, Japa