Quasi-regular sequences and optimal schedules for security games

We study security games in which a defender commits to a mixed strategy for protecting a finite set of targets of different values. An attacker, knowing the defender's strategy, chooses which target to attack and for how long. If the attacker spends time $t$ at a target $i$ of value $\alpha_i$, and if he leaves before the defender visits the target, his utility is $t \cdot \alpha_i $; if the defender visits before he leaves, his utility is 0. The defender's goal is to minimize the attacker's utility. The defender's strategy consists of a schedule for visiting the targets; it takes her unit time to switch between targets. Such games are a simplified model of a number of real-world scenarios such as protecting computer networks from intruders, crops from thieves, etc. We show that optimal defender play for this continuous time security games reduces to the solution of a combinatorial question regarding the existence of infinite sequences over a finite alphabet, with the following properties for each symbol $i$: (1) $i$ constitutes a prescribed fraction $p_i$ of the sequence. (2) The occurrences of $i$ are spread apart close to evenly, in that the ratio of the longest to shortest interval between consecutive occurrences is bounded by a parameter $K$. We call such sequences $K$-quasi-regular. We show that, surprisingly, $2$-quasi-regular sequences suffice for optimal defender play. What is more, even randomized $2$-quasi-regular sequences suffice for optimality. We show that such sequences always exist, and can be calculated efficiently. The question of the least $K$ for which deterministic $K$-quasi-regular sequences exist is fascinating. Using an ergodic theoretical approach, we show that deterministic $3$-quasi-regular sequences always exist. For $2 \leq K < 3$ we do not know whether deterministic $K$-quasi-regular sequences always exist.

[1]  Maria-Florina Balcan,et al.  Commitment Without Regrets: Online Learning in Stackelberg Security Games , 2015, EC.

[2]  J. Propp,et al.  Rotor Walks and Markov Chains , 2009, 0904.4507.

[3]  ParthasarathySrinivasan,et al.  Dependent rounding and its applications to approximation algorithms , 2006 .

[4]  Donald E. Knuth,et al.  The Art of Computer Programming: Volume 3: Sorting and Searching , 1998 .

[5]  Shun-Shii Lin,et al.  A Pinwheel Scheduler for Three Distinct Numbers with a Tight Schedulability Bound , 1997, Algorithmica.

[6]  Donald E. Knuth,et al.  The art of computer programming: sorting and searching (volume 3) , 1973 .

[7]  Robert Tijdeman The chairman assignment problem , 1980, Discret. Math..

[8]  Bo An,et al.  Adversarial patrolling games , 2012, AAMAS.

[9]  Louis E. Rosier,et al.  Pinwheel Scheduling with Two Distinct Numbers , 1992, Theor. Comput. Sci..

[10]  J. Doob Renewal theory from the point of view of the theory of probability , 1948 .

[11]  Louis E. Rosier,et al.  The pinwheel: a real-time scheduling problem , 1989, [1989] Proceedings of the Twenty-Second Annual Hawaii International Conference on System Sciences. Volume II: Software Track.

[12]  Milind Tambe,et al.  Security and Game Theory - Algorithms, Deployed Systems, Lessons Learned , 2011 .

[13]  Jan Vondrák,et al.  Dependent Randomized Rounding via Exchange Properties of Combinatorial Structures , 2010, 2010 IEEE 51st Annual Symposium on Foundations of Computer Science.

[14]  N. B. Slater,et al.  The distribution of the integers N for which {θN} < φ , 1950, Mathematical Proceedings of the Cambridge Philosophical Society.

[15]  Rudolf Avenhaus,et al.  Distributing inspections in space and time - Proposed solution of a difficult problem , 2013, Eur. J. Oper. Res..

[16]  Robert Tijdeman On a Distribution Problem in Finite and Countable Sets , 1973, J. Comb. Theory, Ser. A.

[17]  N. B. Slater,et al.  Gaps and steps for the sequence nθ mod 1 , 1967, Mathematical Proceedings of the Cambridge Philosophical Society.

[18]  Harvey Diamond,et al.  Minimax Policies for Unobservable Inspections , 1982, Math. Oper. Res..

[19]  Roger B. Myerson,et al.  Game theory - Analysis of Conflict , 1991 .

[20]  Milind Tambe,et al.  When Security Games Go Green: Designing Defender Strategies to Prevent Poaching and Illegal Fishing , 2015, IJCAI.

[21]  László Lovász,et al.  Algorithmic theory of numbers, graphs and convexity , 1986, CBMS-NSF regional conference series in applied mathematics.

[22]  Nicola Basilico,et al.  Leader-follower strategies for robotic patrolling in environments with arbitrary topologies , 2009, AAMAS.

[23]  R. Graham,et al.  On the discrepancy of circular sequences of reals , 2016 .

[24]  Francis Y. L. Chin,et al.  Schedulers for larger classes of pinwheel instances , 1993, Algorithmica.

[25]  Rudolf Avenhaus,et al.  Playing for time: A sequential inspection game , 2005, Eur. J. Oper. Res..

[26]  Shivendra S. Panwar,et al.  Golden ratio scheduling for flow control with low buffer requirements , 1992, IEEE Trans. Commun..

[27]  Rudolf Avenhaus,et al.  Inspection Games , 2009, Encyclopedia of Complexity and Systems Science.

[28]  E. T. An Introduction to the Theory of Numbers , 1946, Nature.

[29]  Jeffrey C. Lagarias,et al.  Pinwheel Scheduling: Achievable Densities , 2002, Algorithmica.

[30]  Vincent Conitzer,et al.  Computing the optimal strategy to commit to , 2006, EC '06.

[31]  Aravind Srinivasan,et al.  Distributions on level-sets with applications to approximation algorithms , 2001, Proceedings 2001 IEEE International Conference on Cluster Computing.

[32]  H. Stackelberg,et al.  Marktform und Gleichgewicht , 1935 .

[33]  Rajiv Gandhi,et al.  Dependent rounding and its applications to approximation algorithms , 2006, JACM.

[34]  Bo An,et al.  PAWS - A Deployed Game-Theoretic Application to Combat Poaching , 2017, AI Mag..

[35]  Alon Itai,et al.  A golden ratio control policy for a multiple-access channel , 1984 .

[36]  Anand Srivastav,et al.  A Panorama of Discrepancy Theory , 2014 .

[37]  Haifeng Xu,et al.  The Mysteries of Security Games: Equilibrium Computation Becomes Combinatorial Algorithm Design , 2016, EC.

[38]  Vincent Conitzer,et al.  Security Games with Multiple Attacker Resources , 2011, IJCAI.

[39]  Anatoli V. Skorokhod,et al.  Limit Theorems for Stochastic Processes with Independent Increments , 1957 .