论文标题

对抗风险分析(概述)

Adversarial Risk Analysis (Overview)

论文作者

Banks, David, Gallego, Víctor, Naveiro, Roi, Insua, David Ríos

论文摘要

对抗风险分析(ARA)是一个相对较新的研究领域,在面对聪明的对手和不确定结果时为决策提供了信息。它使分析师能够表达她对对手的实用程序,能力,概率和对手使用的战略计算类型的信念。在该框架内,分析师从对手的角度解决了问题,同时将主观概率分布放在所有未知数量上。这对对手的行为产生了分布,该分析允许分析师最大化她的预期效用。该概述涵盖了ARA中的概念,建模,计算和应用问题。

Adversarial risk analysis (ARA) is a relatively new area of research that informs decision-making when facing intelligent opponents and uncertain outcomes. It enables an analyst to express her Bayesian beliefs about an opponent's utilities, capabilities, probabilities and the type of strategic calculation that the opponent is using. Within that framework, the analyst then solves 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 that permits the analyst to maximize her expected utility. This overview covers conceptual, modeling, computational and applied issues in ARA.

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