arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2101.03253cs.GTcs.SYeess.SYmath.OC
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两人Stackelberg博弈中的自适应学习及其在网络安全中的应用

Adaptive Learning in Two-Player Stackelberg Games with Application to Network Security

Guosong Yang, Radha Poovendran, João P. Hespanha

摘要:

研究了不完全信息下的两人Stackelberg对策,使得跟随者的策略属于一个已知的参数化函数族,参数向量未知。我们设计了一个自适应学习方法,同时估计未知参数和最小化的领导者的成本,基于自适应控制技术和滞后切换。我们的方法保证了领导者的成本预测使用的参数估计变得难以区分,从其实际成本在有限的时间内,一个预选的,任意小的误差阈值。此外,最优性的一阶必要条件对预测成本渐近成立。此外,如果持续激励条件成立,则参数估计误差也在有限时间内由预选的任意小阈值限制。对于跟随者的策略和领导者已知的参数化函数之间存在不匹配的情况,我们的方法能够保证误差阈值大于不匹配大小的相同收敛结果。通过网络安全领域的一个仿真实例说明了算法的收敛性。

英文摘要:

We study a two-player Stackelberg game with incomplete information such that the follower's strategy belongs to a known family of parameterized functions with an unknown parameter vector. We design an adaptive learning approach to simultaneously estimate the unknown parameter and minimize the leader's cost, based on adaptive control techniques and hysteresis switching. Our approach guarantees that the leader's cost predicted using the parameter estimate becomes indistinguishable from its actual cost in finite time, up to a preselected, arbitrarily small error threshold. Also, the first-order necessary condition for optimality holds asymptotically for the predicted cost. Additionally, if a persistent excitation condition holds, then the parameter estimation error becomes bounded by a preselected, arbitrarily small threshold in finite time as well. For the case where there is a mismatch between the follower's strategy and the parameterized function that is known to the leader, our approach is able to guarantee the same convergence results for error thresholds larger than the size of the mismatch. The algorithms and the convergence results are illustrated via a simulation example in the domain of network security.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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