Adversarial Risk Analysis - Couverture souple

Banks, David L.; Rios, Jesus; Insua, David Rios

 
9781032098494: Adversarial Risk Analysis
Couverture souple
ISBN 10 : 103209849X ISBN 13 : 9781032098494
Editeur : Routledge, 2021

Synopsis

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)







A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes. Adversarial Risk Analysis develops methods for allocating defensive or offensive resources against intelligent adversaries. Many examples throughout illustrate the application of the ARA approach to a variety of games and strategic situations.



  • Focuses on the recent subfield of decision analysis, ARA


  • Compares ideas from decision theory and game theory


  • Uses multi-agent influence diagrams (MAIDs) throughout to help readers visualize complex information structures


  • Applies the ARA approach to simultaneous games, auctions, sequential games, and defend-attack games


  • Contains an extended case study based on a real application in railway security, which provides a blueprint for how to perform ARA in similar security situations


  • Includes exercises at the end of most chapters, with selected solutions at the back of the book




    • The book shows decision makers how to build Bayesian models for the strategic calculation of their opponents, enabling decision makers to maximize their expected utility or minimize their expected loss. This new approach to risk analysis asserts that analysts should use Bayesian thinking to describe their beliefs about an opponent’s goals, resources, optimism, and type of strategic calculation, such as minimax and level-k thinking. Within that framework, analysts then solve the problem from the perspective of the opponent while placing subjective probability distributions on all unknown quantities. This produces a distribution over the actions of the opponent and enables analysts to maximize their expected utilities.

    Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l?auteur

    David L. Banks is a professor in the Department of Statistical Science at Duke University. His research interests include data mining and risk analysis.

    Jesus Rios is a researcher in risk and decision analytics for the Cognitive Computing Department at the IBM Research Division. His research focuses on applying risk and decision analysis to solve complex business problems.

    David Ríos Insua is the AXA-ICMAT Chair in Adversarial Risk Analysis at the Institute of Mathematical Sciences ICMAT-CSIC and a member of the Spanish Royal Academy of Sciences. His research interests include risk analysis, decision analysis, Bayesian statistics, security, aviation safety, and social robotics.

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    Routledge
    Date d'édition
    2021
    Langue
    anglais
    ISBN 10 
    103209849X
    ISBN 13 
    9781032098494
    Reliure
    Broché
    Nombre de pages
    214
    Coordonnées du fabricant
    non disponible
    Personne responsable
    gpsr@libri.de
    gpsr@libri.de

    Friedensallee 273
    Hamburg
    22763
    Allemagne

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    ISBN 10 :  1498712398 ISBN 13 :  9781498712392
    Editeur : Chapman & Hall/CRC, 2015
    Couverture rigide