Adversarial Risk Analysis - Tapa dura

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

 
9781498712392: Adversarial Risk Analysis
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ISBN 10: 1498712398 ISBN 13: 9781498712392
Editorial: Chapman and Hall/CRC, 2015

Sinopsis

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.

    "Sinopsis" puede pertenecer a otra edición de este libro.

    Acerca del autor

    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.

    "Sobre este título" puede pertenecer a otra edición de este libro.

    Editorial
    Chapman and Hall/CRC
    Año de publicación
    2015
    Idioma
    Inglés
    ISBN 10 
    1498712398
    ISBN 13 
    9781498712392
    Encuadernación
    Tapa dura
    Número de edición
    1
    Número de páginas
    224
    Contacto del fabricante
    Taylor and Francis, GPSR Taylor and Francis
    gpsr@taylorandfrancis.com

    Taylor & Francis Verlag GmbH, Kaufingerstraße 24
    München
    80331
    Alemania

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    Editorial: Routledge, 2021
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