Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks. I. Theory

DOI10.1007/S13160-019-00397-9MaRDI QIDQ2300967zbMATH OpenOpenAlexFDO

Authors Debdas Ghosh, Akshay Sharma, K. K. Shukla, Amar Kumar, Kartik Manchanda

Publication date 28 February 2020

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.11039

zbMATH Keywords

game theorystochastic gameswireless sensor networksintrusion detectionglobalized robust solution

Mathematics Subject Classification ID

Applications of game theory (91A80) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Computer security (68M25) Wireless sensor networks as related to computer science (68M18)

Abstract: In this article, we study a discounted stochastic game to model resource optimal intrusion detection in wireless sensor networks. To address the problem of uncertainties in various network parameters, we propose a globalized robust game theoretic framework for discounted robust stochastic games. A robust solution to the considered problem is an optimal point that is feasible for all realizations of data from a given uncertainty set. To allow a controlled violation of the constraints when the parameters move out of the uncertainty set, the concept of globalized robust framework comes into view. In this article, we formulate a globalized robust counterpart for the discounted stochastic game under consideration. With the help of globalized robust optimization, a concept of globalized robust Markov perfect equilibrium is introduced. The existence of such an equilibrium is shown for a discounted stochastic game when the number of actions of the players is finite. The contraction mapping theorem, Kakutani fixed point theorem and the concept of equicontinuity are used to prove the existence result. To compute a globalized robust Markov perfect equilibrium for the considered discounted stochastic game, a tractable representation of the proposed globalized robust counterpart is also provided. Using the derived tractable representation, we formulate a globalized robust intrusion detection system for wireless sensor networks. The simulation result reveals that the proposed globalized solution is much less sensitive to data perturbations than the robust solution.

Recommendations

• A survey of game-theoretic approaches in wireless sensor networks
• Deterministic and stochastic wireless network games: equilibrium, dynamics, and price of anarchy
• A Game-Theoretic Framework for Security-Aware Sensor Placement Problem in Networked Control Systems
• Game Theoretical Approach for Channel Allocation in Wireless Sensor and Actuator Networks
• Distributed Seeking of Nash Equilibria With Applications to Mobile Sensor Networks

Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 3205836 (Why is no real title available?)
• scientific article; zbMATH DE number 5066287 (Why is no real title available?)
• A generalization of Brouwer's fixed point theorem
• Conditions for the Uniqueness of the Fixed Point in Kakutani's Theorem
• Discounted robust stochastic games and an application to queueing control
• Noncooperative Stochastic Games
• Nonlinear programming and stationary equilibria in stochastic games
• Robust optimization
• Stochastic Games

Cited in

(3)

• Inexact Newton method for solving generalized Nash equilibrium problems
• A globally convergent improved BFGS method for generalized Nash equilibrium problems
• On discounted stochastic games with incomplete information on payoffs and a security application

Describes a project that uses

Uses Software

• KNITRO
• AMPL
• APMonitor

This page was built for publication: Globalized robust Markov perfect equilibrium for discounted stochastic games and its application on intrusion detection in wireless sensor networks. I. Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2300967)