Publication: Contribuciones al análisis de riesgos adversarios
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2019-05-13
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Universidad Complutense de Madrid
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Abstract
La teorÍa de juegos y otros paradigmas de toma de decisiones en grupo, vease Gibbons [1992], se han considerado durante mucho tiempo inadecuados en la mayorÍa de aplicaciones al analisis de riesgos. Sin embargo, gracias al apremio por tener en cuenta las estrategias de los adversarios en contextos como la polÍtica antiterrorista, la competencia economica o la ciberseguridad, ha surgido un creciente interes en estas metodologías otrora descartadas.El Analisis de Riesgos Adversarios (ARA) [Ros Insua et al., 2009] es un marco emergente para el apoyo a un decisor que se enfrenta a oponentes en situaciones de conflicto cuyas consecuencias son aleatorias y determinadas por las acciones de todos los agentes involucrados. El ARA brinda ayuda prescriptiva y unilateral a ldecisor, maximizando su utilidad esperada mientras las decisiones de sus adversarios se tratan como variables aleatorias...
Game theory and other group decision-making paradigms, see Gibbons [1992], have been regarded for a long time inadequate in most risk analysis applications. However, thanks to the urge to take into account the strategies of adversaries in contexts such as counter terrorism, economic competition or cybersecurity, a growing interest on these once dismissed methodologies has arisen. Adversarial Risk Analysis (ARA) [Ros Insua et al., 2009] is an emergent frameworkfor supporting a decision-maker (she) who faces opponents (he/they) in conflict situationsfor which the consequences are random and determined by all interacting agents' actions. ARA provides one-sided prescriptive help to the decision-maker, maximising her expected utility while treating her adversaries' decisions as random variables...
Game theory and other group decision-making paradigms, see Gibbons [1992], have been regarded for a long time inadequate in most risk analysis applications. However, thanks to the urge to take into account the strategies of adversaries in contexts such as counter terrorism, economic competition or cybersecurity, a growing interest on these once dismissed methodologies has arisen. Adversarial Risk Analysis (ARA) [Ros Insua et al., 2009] is an emergent frameworkfor supporting a decision-maker (she) who faces opponents (he/they) in conflict situationsfor which the consequences are random and determined by all interacting agents' actions. ARA provides one-sided prescriptive help to the decision-maker, maximising her expected utility while treating her adversaries' decisions as random variables...
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Tesis de la Universidad Complutense de Madrid, Facultad de Ciencias Matemáticas, Departamento de Estadística e Investigación Operativa, leída el 29-11-2018