This paper is concerned with a new type of differential game problems of forward-backward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations, which is a class of more general game systems than other forward-backward stochastic game systems without doubly stochastic terms; Secondly, forward equation...

We study intrusion detection in access control systems as a resource allocation problem, and address it within a decision and control framework. By modeling the interaction between malicious attacker(s) and the intrusion detection system (IDS) as a noncooperative non-zero sum game, we investigate a game theoretic approach for optimal allocation of intrusion detection sensors. In addition, we pr...

A non-zero-sum 3-person coalition game is presented , to study the evolution of complexity and diversity in cooperation, where the population dynamics of players with strategies is given according to their scores in the iterated game and mutations. Two types of dierentiations emerge initially ; biased one to classes and temporal one to change their roles for coalition. Rules to change the hands...

A pure strategy is coherent if it is played with positive probability in at least one correlated equilibrium. A game is pre-tight if in every correlated equilibrium, all incentives constraints for non deviating to a coherent strategy are tight. We show that there exists a Nash equilibrium in the relative interior of the correlated equilibrium polytope if and only if the game is pre-tight. Furth...

This paper studies two non-zero-sum stochastic differential games of control and stopping. One game has interaction in the players’ stopping rules, whereas the other does not. Solutions to backward stochastic differential equations (BSDEs) will be shown to provide the value processes of the first game. A multi-dimensional BSDE with reflecting barrier is studied in two cases for its solution: ex...

One could observe drastically different dynamics of zero-sum and non-zero-sum games under replicator equations. In games, heteroclinic cycles naturally occur whenever the species population supersede each other in cyclic fashion (like for Rock-Paper-Scissors game). this case, highly erratic oscillations may cause divergence time averages. contrast, it is a common belief that most “reasonable” e...

This paper deals with the problem of designing a rapid transit network that reacts as well as possible to link failures. It is assumed that when a link fails, another path or another transportation mode is provided to transport passengers between the endpoints of the affected link. The goal is to build a network that attracts as many passengers as possible when a failure occurs. The problem is ...

A new Bluetooth authentication model using some game theory concepts is presented in this paper. Bluetooth is a wireless communication protocol designed for WPAN (Wireless Personal Area Nework) use. Game theory is a branch of mathematics and logic which deals with the analysis of games. An authentication between two Bluetooth devices is an unidirectional challenge-response procedure and consequ...

Recognise that people have many, possibly conflicting, aspects to their personality. We hypothesise that each separate characteristic of a personality may be treated as an independent player in a non-zero sum many player game. This idea is applied to the two person Prisoners’ Dilemma as an introductory example. We assume each prisoner has a “mercenary” characteristic as well as an “altruistic” ...

This paper studies a class of multi-objective n-person non-zero sum games through a robust weighted approach where each player has more than one competing objective. This robust weighted multi-objective game model assumes that each player attaches a set of weights to its objectives instead of accessing accurate weights. Each player wishes to minimize its maximum weighted sum objective where the...