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Adversarial risk analysis: An overview

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Banks, David and Gallego, Víctor and Naveiro, Roi and Rios Insua, David (2020) Adversarial risk analysis: An overview. WIREs Computational Statistics . ISSN 1939-5108

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Official URL: https://doi.org/10.1002/wics.1530




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.


Item Type:Article
Additional Information:

"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."

Uncontrolled Keywords:Auctions; Bayes Nash equilibrium; Decision theory; Game theory; Level-k thinking
Subjects:Sciences > Statistics > Mathematical statistics
ID Code:63601
Deposited On:15 Jan 2021 16:55
Last Modified:18 Jan 2021 10:49

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