Publication: Adversarial risk analysis: An overview
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2020-09-14
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Wiley
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Abstract
Adversarial risk analysis (ARA) is a relatively new area of research that informs decision-making when facing intelligent opponents and uncertain outcomes. It is a decision-theoretic alternative to game theory. ARA enables an analyst to express her Bayesian beliefs about an opponent's utilities, capabilities, probabilities, and the type of strategic calculations that the opponent is using to make his decision. Within that framework, the analyst then solves the problem from the perspective of the opponent. This calculation produces a distribution over the actions of the opponent that permits the analyst to maximize her expected utility. This review covers conceptual, modeling, computational, and applied issues in ARA as well as interesting open research issues.
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"This is the pre-peer reviewed version of the following article: Banks D, Gallego V, Naveiro R, Ríos Insua D. Adversarial risk analysis: An overview. WIREs Comput Stat. 2020;e1530. https://doi.org/10.1002/wics.153016, which has been published in final form at https://onlinelibrary.wiley.com/doi/epdf/10.1002/wics.1530. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions."
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