An Ambiguity Aversion Framework of Security Game under Ambiguities

Security is a critical concern around the world. Since resources for security are always limited, lots of interest have arisen in using game theory to handle security resource allocation problems. However, most of the existing work does not address adequately how a defender chooses his optimal strategy in a game with absent, inaccurate, uncertain, and even ambiguous strategy profiles' payoffs. To address this issue, we propose a general framework of security games under ambiguities based on Dempster-Shafer theory and the ambiguity aversion principle of minimax regret. Then, we reveal some properties of this framework. Also, we present two methods to reduce the influence of complete ignorance. Our investigation shows that this new framework is better in handling security resource allocation problems under ambiguities.