On the Characterization of Saddle Point Equilibrium for Security Games with Additive Utility

Abstract

In this work, we investigate a security game between an attacker and a defender, originally proposed in [6]. As is well known, the combinatorial nature of security games leads to a large cost matrix. Therefore, computing the value and optimal strategy for the players becomes computationally expensive. In this work, we analyze a special class of zero-sum games in which the payoff matrix has a special structure which results from the additive property of the utility function. Based on variational principles, we present structural properties of optimal attacker as well as defender’s strategy. We propose a linear-time algorithm to compute the value based on the structural properties, which is an improvement from our previous result in [6], especially in the context of large-scale zero-sum games.