Computing Optimal Mixed Strategies for Security Games with Dynamic Payoffs

Security agencies in the real world often need to protect targets with time-dependent values, e.g., tourist sites where the number of travelers changes over time. Since the values of different targets often change asynchronously, the defender can relocate security resources among targets dynamically to make the best use of limited resources. We propose a game-theoretic scheme to develop dynamic, randomized security strategies in consideration of adversary's surveillance capability. This differs from previous studies on security games by considering varying target values and continuous strategy spaces of the security agency and the adversary. The main challenge lies in the computational intensiveness due to the continuous, hence infinite strategy spaces. We propose an optimal algorithm and an arbitrarily near-optimal algorithm to compute security strategies under different conditions. Experimental results show that both algorithms significantly outperform existing approaches.

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