game-theoretic resource allocation for protecting large public events yue yin 1, bo an 2, manish...

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Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1 , Bo An 2 , Manish Jain 3 1 Institute of Computing Technology, Chinese Academy of Sciences, China 2 Nanyang Technological University, Singapore 3 Armorway, U.S.A. July 30, 2014 1

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Page 1: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

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Game-theoretic Resource Allocation for Protecting Large Public Events

Yue Yin1, Bo An2, Manish Jain3

1Institute of Computing Technology, Chinese Academy of Sciences, China2Nanyang Technological University, Singapore

3Armorway, U.S.A.

July 30, 2014

Page 2: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Boston Marathon Bombings

2

On April 15, 2013, two bombs exploded near the finish line, killing 3 people and injuring an estimated 264 others.

Page 3: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Security in Public Events

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Potential attack targets in marathon

Varying target value

• Target value changes over time• Dynamically allocate security resources

- Transfer resources at any time- A resource in transfer is not protecting any target

• Attacker’s reactionResearch Question: When and How to transfer resources?

Page 4: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Related work

• Applying game theory to security domains - ARMOR (Los Angeles International Airport), PROTECT

(United States Coast Guard),IRIS (Federal Air Marshals) et al.

• Static target value

• Discretized time

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Page 5: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Our Contributions

• New security game model – Varying value of targets & Continuous strategy space

• Algorithms computing the equilibrium– SCOUT-A: Negligible transfer time– SCOUT-C: Non-zero transfer time

• Evaluation

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Page 6: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Model: Target Value and Utilities

• Value of target i: – Continuous function w.r.t time t

(piecewise linear or others)

• Attacker utility of attacking

target i at time t : – r: # of resources – Decreasing marginal effect

• Zero-sum Game:

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Atta

cker

ut

ility

0r - # of resources

Targ

et v

alue

0 1 4 52 3t - time

Page 7: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Model: Strategies and Equilibrium

• Defender’s pure strategy: Initial assignment & All transfers

Example: 2 targets (T1, T2),2 resources, transfer time 1

7

0 1 2 3t - time

(2, 0) (1, 0) (1, 1)

• Attacker’s pure strategy: Attack target i at time t

• Equilibrium: Minimizing the maximum attacker utility

T1 T2

Page 8: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

SCOUT-A:Negligible Transfer Time

• Context: Resources can be transferred quickly• Find the minimax assignment of resources at each time point

Example: 2 targets (T1, T2),2 resources

v1(t) v2(t)

t-time0 1 4 52 3

Target value

8

0

0

Attacker utilityResources

Minimax assignment at time 0

T1

T2

Infeasible to find the minimax assignment at each time point since time is continuous

Page 9: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

SCOUT-A:Negligible Transfer Time (2)

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t-time0 1 4 52 3

Attacker Utility

• ‘Minimax assignment’ does not change continuously

0

0

v2(t)

v1(t)

v1(t) / eλ

v1(t) / e2λ

v2(t) / eλ

v2(t) / e2λ

T1

T2

T1 T2

T1 T2

SCOUT-A computes the time point at which a minimax assignment ‘expires’, then finds the ‘next’ minimax assignment

Page 10: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

SCOUT-C: Nonzero Transfer Time

• Key Result– For any game with continuous defender strategy space, we can

construct an equivalent game with discrete defender strategy space

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The equilibrium of the constructed game is also an equilibrium of the initial game

0 te

0 te

Transfer at any time Transfer at discretized points

Initial Game Constructed Game

Page 11: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

SCOUT-C: Nonzero Transfer Time (2)

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target pair (i, j), assignment of resources (ai, aj), compute

Transfers can only begin at θ

Page 12: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Experimental Results: Solution Quality*more in the paper

(a) Varying transfer time (b) Varying value of λ

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• Value of targets: [0, 50]

• Baseline - SDS: Optimal static defender strategy- DDS: Optimal dynamic defender strategy with arbitrarily

discretized time

Page 13: Game-theoretic Resource Allocation for Protecting Large Public Events Yue Yin 1, Bo An 2, Manish Jain 3 1 Institute of Computing Technology, Chinese Academy

Conclusions

• Contributions– Security game model considering varying value of targets and

continuous strategy space– Algorithms to compute optimal defender strategy– Evaluation

• Future work– Scale up the algorithm– Consider uncertainty

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Thank [email protected]