Improving Resource Allocation Strategy Against Human Adversaries in Security Games

Size: px
Start display at page:

Download "Improving Resource Allocation Strategy Against Human Adversaries in Security Games"

Transcription

1 roceedngs of the Twenty-Second Internatonal Jont Conference on Artfcal Intellgence Improvng Resource Allocaton Strategy Aganst Human Adversares n Securty Games Rong Yang, Chrstopher Kekntveld, Fernando Ordonez, Mlnd Tambe, Rchard John Unversty of Southern Calforna, Los Angeles, CA Unversty of Texas El aso, El aso, TX {yangrong,fordon,tambe,rchardj}@usc.edu [email protected] Abstract Recent real-world deployments of Stackelberg securty games make t crtcal that we address human adversares bounded ratonalty n computng optmal strateges. To that end, ths paper provdes three key contrbutons: () new effcent algorthms for computng optmal strategc solutons usng rospect Theory and Quantal Response Equlbrum; () the most comprehensve experment to date studyng the effectveness of dfferent models aganst human subjects for securty games; and () new technques for generatng representatve payoff structures for behavoral experments n generc classes of games. Our results wth human subjects show that our new technques outperform the leadng contender for modelng human behavor n securty games. Introducton Recent real-world deployments of attacker-defender Stackelberg games, ncludng ARMOR at the LAX arport [ta et al., 28] and IRIS at the Federal Ar Marshals Servce [Tsa et al., 29], have led to an ncreasng nterest n buldng decson-support tools for real-world securty problems. One of the key sets of assumptons these systems make s about how attackers choose strateges based on ther knowledge of the securty strategy. Typcally, such systems apply the standard game-theoretc assumpton that attackers are perfectly ratonal and strctly maxmze ther expected utlty. Ths s a reasonable proxy for the worst case of a hghly ntellgent attacker, but t can lead to a defense strategy that s not robust aganst attackers usng dfferent decson procedures, and t fals to explot known weaknesses n the decson-makng of human attackers. Indeed, t s wdely accepted that standard game-theoretc assumptons of perfect ratonalty are not deal for predctng the behavor of humans n mult-agent decson problems [Camerer et al., 24]. Thus, ntegratng more realstc models of human decsonmakng has become necessary n solvng real-world securty problems. However, there are several open questons n movng beyond perfect ratonalty assumptons. Frst, the lterature has ntroduced a multtude of canddate models, but there s an mportant emprcal queston of whch model best represents the salent features of human behavor n appled securty contexts. Second, ntegratng any of the proposed models nto a decson-support system (even for the purpose of emprcally evaluatng the model) requres developng new computatonal methods, snce the exstng algorthms for securty games are based on mathematcally optmal attackers [ta et al., 28; Kekntveld et al., 29]. The current leadng contender that accounts for human behavor n securty games s COBRA [ta et al., 2], whch assumes that adversares can devate to ɛ optmal strateges and that they have an anchorng bas when nterpretng a probablty dstrbuton. It remans an open queston whether other models yeld better solutons than COBRA aganst human adversares. We address these open questons by developng three new algorthms to generate defender strateges n securty games, based on usng two fundamental theores of human behavor to predct an attacker s decsons: rospect Theory [Kahneman and Tvesky, 979] and Quantal Response Equlbrum [McKelvey and alfrey, 995]. We evaluate our new algorthms usng expermental data from human subjects gathered usng an onlne game desgned to smulate a securty scenaro smlar to the one analyzed by ARMOR for the LAX arport. Furthermore, we desgned classfcaton technques to select payoff structures for experments such that the structures are representatve of the space of possble games, mprovng the coverage relatve to prevous experments for COBRA. Our results show that our new algorthms outperform both CO- BRA and a perfect ratonalty baselne. 2 Background and Related Work Securty games refer to a specal class of attacker-defender Stackelberg games, ncludng those used n ARMOR and IRIS [ta et al., 28; Tsa et al., 29]. The defender needs to allocate lmted securty resources to protect nfrastructure from an adversary s attack. In ths paper, we wll use a more compact representaton of defender s strategy: the probablty that each target wll be protected by a securty force, whch wll be ntroduced n Secton 3.. In Stackelberg securty games, the defender (leader) frst commts to a mxed strategy, assumng the attacker (follower) decdes on a pure strategy after observng the defender s strategy. Ths models the stuaton where an attacker conducts survellance to learn the defender s mxed strategy and then launches an attack on a 458

2 π (p) π(p) = p γ (p γ +( p) γ ) γ p (a) weghtng functon V(C) V (C) =C α,c V (C) = θ ( C) β,c < 5 5 C (b) value functon Fgure : T functons [Haste and Dawes, 2] sngle target. In these non zero-sum games, the attacker s utlty of attackng a target decreases as the defender allocates more resources to protect t (and vce versa for the defender). In ths work, we constran the adversary to select a pure strategy. Gven that the defender has lmted resources (e.g., she may need to protect 8 targets wth 3 guards), she must desgn her strategy to optmze aganst the adversary s response to maxmze effectveness. One leadng famly of algorthms to compute such mxed strateges are DOBSS and ts successors [ta et al., 28; Kekntveld et al., 29], whch are used n the deployed AR- MOR and IRIS applcatons. These algorthms formulate the problem as a mxed nteger lnear program (MIL), and compute an optmal mxed strategy for the defender assumng that the attacker responds optmally. However, n many real world domans, agents face human adversares whose behavor may not be optmal assumng perfect ratonalty. COBRA [ta et al., 2] represents the best avalable benchmark for how to determne defender strateges n securty games aganst human adversares, and t outperforms DOBSS wth statstcal sgnfcance n experments usng human subjects. Ths paper ntroduces alternatve methods for computng strateges to play aganst human adversares, based on two well-known theores from the behavoral lterature, rospect Theory (T) and Quantal Response Equlbrum (QRE). rospect Theory s a nobel-prze-wnnng theory [Kahneman and Tvesky, 979], whch descrbes human decson makng as a process of maxmzng prospect. rospect s defned as π(p )V (C ), where p s the actual probablty of outcome C. The weghtng functon π(p ) descrbes how probablty p s perceved. π( ) s not consstent wth the defnton of probablty,.e. π(p) + π( p) n general. An emprcal form of π( ) s shown n Fg. (a). The value functon V (C ) reflects the value of outcome C. T ndcates that ndvduals are rsk averse regardng gan but rsk seekng regardng loss, and care more about loss than gan, as shown n Fg. (b) [Haste and Dawes, 2]. Quantal Response Equlbrum s an mportant model n behavoral game theory [McKelvey and alfrey, 995]. It suggests that nstead of strctly maxmzng utlty, ndvduals respond stochastcally n games: the chance of selectng a non-optmal strategy ncreases as the cost of such an error decreases. Recent work [Wrght and Leyton-Brown, 2] shows Quantal Level-k [Stahl and Wlson, 994] to be best We appled QRE nstead of Quantal Level-k because n Stackelberg securty games the attacker observes the defender s strategy, suted for predctng human behavor n smultaneous move games. However, the applcablty of QRE and T to securty games and ther comparson wth COBRA reman open questons. 3 Defender Mxed-Strategy Computaton We now descrbe effcent computaton of the optmal defender mxed strategy assumng a human adversary s response s based on ether T or QRE. 3. Methods for Computng T Best Response to rospect Theory (BRT) s a mxed nteger programmng formulaton for the optmal leader strategy aganst players whose response follows a T model. Only the adversary s modeled usng T n ths case, snce the defender s actons are recommended by the decson ad. max d x,q,a,d,z s.t. = k= x k Υ () (x k + x k )=, (2) k= x k, x k c k c k,, k =..5 (3) z k (c k c k ) x k,, k =..4 (4) z k (c k c k ) x k,, k =..4 (5) x (k+) z k,, k =..4 (6) x (k+) z k,, k =..4 (7) z k, z k {, },, k =..4 (8) x = b k x k, x = b k x k, (9) k= k= q =,q {, }, () = a (x ( a ) + x (R a ) ) M( q ), () M( q )+ (x k R d + x k d ) d, (2) k= BRT maxmzes, d, the defender s expected utlty. The defender has a lmted number of resources, Υ, to protect the set of targets, t T for =..n. The defender selects a strategy x that descrbes the probablty that each target wll be protected by a resource; we denote these ndvdual probabltes by x. Note that x = x s the margnal dstrbuton on each target whch s equvalent to a mxed-strategy over all possble assgnment of the securty forces 2. The attacker so level-k reasonng s not applcable. 2 It s proved n [Korzhyk et al., 2] that the margnal probablty dstrbuton of coverng each target s equvalent to a mxedstrategy over all possble resource assgnments when there are no assgnment restrctons. 459

3 chooses a target to attack after observng x. We denote the attacker s choce usng the vector of bnary varables q for =..n, where q = f t s attacked and otherwse. In securty games, the payoffs depend only on whether or not the attack was successful. So gven a target t, the defender receves reward R d f the adversary attacks a target that s covered by the defender; otherwse, the defender receves penalty d. Respectvely, the attacker receves penalty a n the former case; and reward R a n the latter case. The defender optmzaton problem s gven n Equatons ()-(2). T comes nto the algorthm by adjustng the weghtng and value functons as descrbed above. The beneft (prospect) perceved by the adversary for attackng target t f the defender plays the mxed strategy x s gven by π(x )V ( a)+π( x )V (R a). Let ( a) = V ( a) and (R a) = V (R a ) denote the adversary s value of penalty a and reward R a, whch are both gven nput parameters to the MIL. We use a pecewse lnear functon π( ) to approxmate the non-lnear weghtng functon π( ) and emprcally set 5 segments 3 for π( ). Ths functon s defned by {c k c =,c 5 =,c k <c k+,k =,..., 5} that represent the endponts of the lnear segments and {b k k =,...,5} that represent the slope of each lnear segment. Accordng to T, the probablty x s perceved by the attacker as x = π(x )= 5 k= b k x k, as dscussed below. In order to represent the pecewse lnear approxmaton,.e. π(x ) (and π( x )), we break x (and x ) nto fve segments, denoted by varable x k (and x k ). We can enforce that such breakup of x (and x ) s correct f segment x k (and x k ) s postve only f the prevous segment s used completely, for whch we need the auxlary nteger varable z k (and z k ). Ths s enforced by Equatons (3) (8). Equaton (9) defnes x and x as the value of the pecewse lnear approxmaton of x and x : x = π(x ) and x = π( x ). Equatons () and () defne the optmal adversary s pure strategy. In partcular, Equaton () enforces that q = for the acton that acheves maxmal prospect for the adversary. Equaton (2) enforces that d s the defender s expected utlty on the target that s attacked by the adversary (q =). Robust-T (RT) modfes the BRT method to account for some uncertanty about the adversares choce, caused (for example) by mprecse computatons [Smon, 956]. Smlar to COBRA, RT assumes that the adversary may choose any strategy wthn ɛ of the best choce, defned here by the prospect of each acton. It optmzes the worst-case outcome for the defender among the set of strateges that have prospect for the attacker wthn ɛ of the optmal prospect. We modfy the BRT optmzaton problem as follows: the frst Equatons are equvalent to those n BRT; n Equaton (3), the bnary varable h ndcates all the ɛ optmal strateges for the adversary; the epslon-optmal assumpton s embed n Equaton (5), whch forces h =for any target t that leads to a prospect that s wthn ɛ of the optmal prospect,.e. a; Equaton (6) enforces that d s the mnmum expected utlty of the defender aganst the ɛ optmal 3 Ths pecewse lnear representaton of π( ) can acheve a small approxmaton error: sup z [,] π(z) π(z).3. strateges of the adversary. max d x,h,q,a,d,z s.t. Equatons () () h (3) = h {, }, q h, (4) ɛ( h ) a (x ( a ) + x (R a ) ) M( h ), (5) M( h )+ (x k R d + x k d ) d, (6) k= Runtme: We choose AML ( to solve the MIL wth CLEX as the solver. Both BRT and RT take less than second for up to targets. 3.2 Methods for Computng QRE In applyng the QRE model to our doman, we only add nose to the response functon for the adversary, so the defender computes an optmal strategy assumng the attacker response wth a nosy best-response. The parameter λ represents the amount of nose n the attacker s response. Gven λ and the defender s mxed-strategy x, the adversares quantal response q (.e. probablty of ) can be wrtten as q = e λu a (x) n j= eλu a j (x) (7) where, U a(x) =x a +( x )R a s the adversary s expected utlty for attackng t and x s the defender s strategy. q = e λra e λ(r a a )x n j= eλra j e λ(r a j a j )xj (8) The goal s to maxmze the defender s expected utlty gven q,.e. n = q (x R d +( x ) d ). Combned wth Equaton (8), the problem of fndng the optmal mxed strategy for the defender can be formulated as n = max eλra e λ(r a a )x ((R d d)x + d ) x n (9) j= eλra j e λ(rj a j a)xj s.t. x Υ = x,, j Gven that the objectve functon n Equaton (9) s nonlnear and non-convex n ts most general form, fndng the global optmum s extremely dffcult. Therefore, we focus on methods to fnd local optma. To compute an approxmately optmal QRE strategy effcently, we develop the Best Response to Quantal Response (BRQR) heurstc descrbed n Algorthm. We frst take the negatve of Equaton (9), convertng the maxmzaton problem to a mnmzaton problem. In each teraton, we fnd the local mnmum 4 usng a gradent 4 We use fmncon functon n Matlab to fnd the local mnmum. 46

4 descent technque from the gven startng pont. If there are multple local mnma, by randomly settng the startng pont n each teraton, the algorthm wll reach dfferent local mnma wth a non-zero probablty. By ncreasng the teraton number, IterN, the probablty of reachng the global mnmum ncreases. Algorthm BRQR : opt g ; Intalze the global optmum 2: for,..., IterN do 3: x randomly generate a feasble startng pont 4: (opt l,x ) FndLocalMnmum(x ) 5: f opt g >opt l then 6: opt g opt l, x opt x 7: end f 8: end for 9: return opt g,x opt arameter Estmaton: The parameter λ n the QRE model represents the amount of nose n the best-response functon. One extreme case s λ=, when play becomes unformly random. The other extreme case s λ=, when the quantal response s dentcal to the best response. λ s senstve to game payoff structure, so tunng λ s a crucal step n applyng the QRE model. We employed Maxmum Lkelhood Estmaton (MLE) to ft λ usng data from [ta et al., 2]. Gven the defender s mxed strategy x and N samples of the players choces, the logarthm lkelhood of λ s N log L(λ x) = log q τ(j) (λ) j= where τ(j) denotes the target attacked by the player n sample j. Let N be the number of subjects attackng target. Then, we have log L(λ x)= n = N log q (λ). Combnng wth Equaton (7), log L(λ x) =λ N U a (x) N log( e λu a (x) ) = = log L(λ x) s a concave functon 5. Therefore, log L(λ x) only has one local maxmum. The MLE of λ s.76 for the data used from [ta et al., 2]. Runtme: We mplement BRQR n Matlab. Wth targets and IterN=3, the runtme of BRQR s less than mnute. In comparson, wth only 4 targets, LINGO2 ( cannot compute the global optmum of Equaton (9) wthn one hour. 4 ayoff Structure Classfcaton One mportant property of payoff structures we want to examne s ther nfluence on model performance. We certanly 5 The second order dervatve of log L(λ x) s d 2 log L <j = (U a (x) Uj a (x)) 2 e λ(u a (x)+u j a (x)) dλ 2 ( < eλu a(x) ) 2 Table : A-pror defned features Feature Feature 2 Feature 3 Feature 4 mean( Ra ) std( Ra a ) mean( Rd a ) std( Rd d ) d Feature 5 Feature 6 Feature 7 Feature 8 mean( Ra ) std( Ra d ) mean( Rd d ) std( Rd a ) a 2 nd CA Component cluster cluster 2 cluster 3 cluster 4 ayoff ayoff 2 ayoff 3 ayoff 4 ayoff 5,6, st CA Component Fgure 2: ayoff Structure Clusters (color) cannot test over all possble payoff structures, so the challenges are: () the payoff structures we select should be representatve of the payoff structure space; () the strateges generated from dfferent algorthms should be suffcently separated. As we wll dscuss later, the payoff structures used n [ta et al., 2] do not address these challenges. We address the frst crteron by randomly samplng payoff structures, each wth 8 targets. R a and Rd are ntegers drawn from Z + [, ]; a and d are ntegers drawn from Z [, ]. Ths scale s smlar to the payoff structures used n [ta et al., 2]. We then clustered the payoff structures nto four clusters usng k-means clusterng based on eght features, whch are defned n Table. Intutvely, features and 2 descrbe how good the game s for the adversary, features 3 and 4 descrbe how good the game s for the defender, and features 5 8 reflect the level of conflct between the two players n the sense that they measure the rato of one player s gan over the other player s loss. In Fg. 2, all payoff structures are projected onto the frst two rncpal Component Analyss (CA) dmensons for vsualzaton. We select one payoff structure from each cluster, followng the crtera below to obtan suffcently dfferent strateges for the dfferent canddate algorthms: We defne the dstance between two mxed strateges, x k and x l, usng the Kullback-Lebler dvergence: D(x k,x l )=D KL (x k x l )+D KL (x l x k ), where D KL (x k x l )= n = xk log(xk /xl ). For each payoff structure, D(x k,x l ) s measured for every par of strateges. Wth fve strateges (dscussed later), we have such measurements. We remove payoff structures that have a mean or mn- 46

5 Table 2: Strategy Dstance ayoff Structure mean D KL mn D KL Fgure 3: Game Interface mum of these quanttes below a gven threshold. Ths gves us a subset of about 25 payoff structures n each cluster. We then select one payoff structure closest to the cluster center from the subset of each cluster. The four payoff structures (payoffs -4) we selected from each cluster are marked n Fg. 2, as are the three (payoffs 5-7) used n [ta et al., 2]. Fg. 2 shows that payoffs 5-7 all belong to cluster 3. Furthermore, Table 2 reports the strategy dstances n all seven payoff structures. The strateges are not as well separated n payoffs 5-7 as they are n payoffs - 4. As we dscuss n Secton. 5.2, the performance of dfferent strateges s qute smlar n payoffs Experments We conducted emprcal tests wth human subjects playng an onlne game to evaluate the performances of leader strateges generated by fve canddate algorthms. We based our model on the LAX arport, whch has eght termnals that can be targeted n an attack [ta et al., 28]. Subjects play the role of followers and are able to observe the leader s mxed strategy (.e., randomzed allocaton of securty resources). 5. Expermental Setup Fg. 3 shows the nterface of the web-based game we developed to present subject wth choce problems. layers were ntroduced to the game through a seres of explanatory screens descrbng how the game s played. In each game nstance a subject was asked to choose one of the eght gates to open (attack). They knew that guards were protectng three of the eght gates, but not whch ones. Subjects were rewarded based on the reward/penalty shown for each gate and the probablty that a guard was behnd the gate (.e., the exact randomzed strategy of the defender). To motvate the subjects they would earn or lose money based on whether or not they succeed n attackng a gate; f the subject opened a gate not protected by the guards, they won; otherwse, they lost. Subjects start wth an endowment of $8 and each pont won or lost n a game nstance was worth $.. On average, subjects earned about $4. n cash. Table 3: Model arameter ayoff Structure RT-ɛ COBRA-α COBRA-ɛ We tested the seven dfferent payoff structures 6 from Fg. 2 (four new, three from [ta et al., 2]). For each payoff structure we tested the mxed strateges generated by fve algorthms: BRT, RT, BRQR, COBRA and DOBSS. There were a total of 35 payoff structure/strategy combnatons and each subject played all 35 combnatons. In order to mtgate the order effect on subject responses, a total of 35 dfferent orderngs of the 35 combnatons were generated usng Latn Square desgn. Every orderng contaned each of the 35 combnatons exactly once, and each combnaton appeared exactly once n each of the 35 postons across all 35 orderngs. The order played by each subject was drawn unformly randomly from the 35 possble orderngs. To further mtgate learnng, no feedback on success or falure was gven to the subjects untl the end of the experment. A total of 4 human subjects played the game. We could explore only a lmted number of parameters for each algorthm, whch were selected followng the best avalable nformaton n the lterature. The parameter settngs for each algorthm are reported n Table 3. DOBSS has no parameters. The values of T parameters are typcal values reported n the lterature [Haste and Dawes, 2]. We set ɛ n RT followng two rules: () No more than half of targets are n the ɛ optmal set; () ɛ.3r a max, where R a max s the maxmum potental reward for the adversary. The sze of the ɛ optmal set ncreases as the value of ɛ ncreases. When ɛ s suffcently large, the defender s strategy becomes maxmn, snce she beleves that the adversary may attack any target. The second rule lmts the mprecson n the attacker s choce. We emprcally set the lmt to.3r a max. For BRQR, we set λ usng MLE wth data reported n [ta et al., 2] (see Secton 3.2). For payoffs 4, we set the parameters for COBRA followng the advces gven by [ta et al., 2] as close as possble. In partcular, the values we set for α meet the entropy heurstc dscussed n that work. For payoffs 5 7, we use the same parameter settngs as n ther work. 5.2 Experment Result We used defender s expected utlty to evaluate the performance of dfferent defender strateges. Gven that a subject selects target t to attack, the defender s expected utlty depends on the strategy she played: Uexp(x t d )=x R d +( x ) d Average erformance: We frst evaluate the average defender expected utlty, Uexp(x), d of dfferent defender strateges based on all 4 subjects choces: Uexp(x) d = N U d 4 exp(x t ) = 6 Refer to for nformaton of payoff structures, defender s mxed strategy and subjects choces. 462

6 where N s the number of subjects that chose target t. Fg. 4 dsplays Uexp(x) d for the dfferent strateges n each payoff structure. The performance of the strateges s closer n payoffs 5 7 than n payoffs 4. The man reason s that strateges are not very dfferent n payoffs 5 7 (see Table 2). We evaluate the statstcal sgnfcance of our results usng the bootstrap-t method [Wlcox, 23]. The comparson s summarzed below: BRQR outperforms COBRA n all seven payoff structures. The result s statstcally sgnfcant n three cases (p<.5) and borderlne (p=.5) n payoff 3 (p<.6). BRQR also outperforms DOBSS n all cases, wth statstcal sgnfcance n fve of them (p<.2). RT outperforms COBRA except n payoff 3. The dfference s statstcally sgnfcant n payoff 4 (p<.5). In payoff 3, COBRA outperforms RT (p>.7). Meanwhle, RT outperforms DOBSS n fve payoff structures, wth statstcal sgnfcance n four of them (p<.5). In the other two cases, DOBSS has better performance (p>.8). BRQR outperforms RT n three payoff structures wth statstcal sgnfcance (p<.5). They have very smlar performance n the other four cases. BRT s outperformed by BRQR n all cases wth statstcal sgnfcance (p<.3). It s also outperformed by RT n all cases, wth statstcal sgnfcance n fve of them (p<.2) and one borderlne (p<.6). BRT s falure to perform better (and even worse than COBRA) s a surprsng outcome. Average Defender Expected Utlty 2 3 Average Defender Expected Utlty BRT RT BRQR COBRA DOBSS ayoff ayoff 2 ayoff 3 ayoff 4 3 (a) New ayoffs ayoff 5 ayoff 6 ayoff 7 (b) ayoffs from ta et al. Fgure 4: Average Expected Utlty of Defender Robustness: The dstrbuton of defender s expected utlty s also analysed to evaluate the robustness of dfferent defender strateges. Fgure 5 dsplays the emprcal Cumulatve Dstrbuted Functon (CDF) of Uexp(x t d ) for dfferent defender strateges based the choces of all 4 subjects. The x- axs s the, the y-axs shows the of subjects aganst whom the defender has ganed less than certan amount of expected utlty. As the curve moves towards left, the decreases aganst a certan of the subjects; and vce versa. The left most postve pont on the curve ndcates the worst defender expected utlty of a strategy aganst dfferent subjects. On the other hand, the range of the curve on the x-axs ndcates the relablty of the strategy aganst varous subjects. As can be seen from Fgure 5, has smallest varance when BRQR strategy s played; DOBSS and BRT strateges lead to large varance n defender expected utlty. Furthermore, BRQR acheves hghest worst n all payoff structures except n payoff 5, where the CDF of BRQR and RT strateges are very close. BRT and DOBSS are not robust aganst an adversary that devates from the optmal strategy. BRQR, RT and COBRA all try to be robust aganst such devatons. BRQR consders some (possbly very small) probablty of adversary attackng any target. In contrast, COBRA and RT separate the targets nto two groups, the ɛ-optmal set and the non-ɛ-optmal set, usng a hard threshold. They then try to maxmze the worst case for the defender assumng the response wll be n the ɛ- optmal set, but assgn less resources to other targets. When the non-ɛ-optmal targets have hgh defender penaltes, CO- BRA and RT become vulnerable, especally n the followng two cases: Unattractve targets are those wth small reward but large penalty for the adversary. COBRA and RT consder such targets as non-ɛ-optmal and assgn sgnfcantly less resources than BRQR on them. However, some subjects would stll select such targets and caused severe damage to COBRA and RT (e.g. about 3% subjects 5 selected door 5 n payoff 4 aganst COBRA). Hgh-rsk targets are those wth large reward and large penalty for the adversary. RT consders such targets as non-ɛ-optmal and assgns far less resources than other algorthms. Ths s caused by the assumptons made by T that people care more about loss than gan and that they overestmate small probabltes. However, experments show RT gets hurt sgnfcantly on such targets (e.g. more than 5% subjects 5 select door n payoff 2). Overall, BRQR performs best, RT outperforms COBRA n sx of the seven cases, and BRT and DOBSS perform the worst. 6 Conclusons The unrealstc assumptons of perfect ratonalty made by exstng algorthms applyng game-theoretc technques to realworld securty games need to be addressed due to ther lmtaton n facng human adversares. Ths paper successfully ntegrates two mportant human behavor theores, T and QRE, nto buldng more realstc decson-support tool. To that end, the man contrbutons of ths paper are, () Developng effcent new algorthms based on T and QRE models 463

7 payoff payoff 2 payoff 3 payoff BRT RT BRQR COBRA DOBSS payoff (a) New ayoffs payoff payoff 7 BRT RT BRQR COBRA DOBSS (b) ayoffs from ta et al Fgure 5: Dstrbuton of Defender s Expected Utlty (color) of human behavor; () Conductng the most comprehensve experments to date wth human subjects for securty games (4 subjects, 5 strateges, 7 game structures); () Desgnng technques for generatng representatve payoff structures for behavoral experments n generc classes of games. By provdng new algorthms that outperform the leadng compettor, ths paper has advanced the state-of-the-art. Acknowledgments Ths research was supported by Army Research Offce under the grand # W9NF We also thank Moht Goenka and James ta for ther help on developng the webbased game. F. Ordonez would also lke to acknowledge the support of Concyt, through Grant No. ACT87. References [Camerer et al., 24] C. F. Camerer, T. Ho, and J. Chongn. A congntve herarchy model of games. QJE, 9(3):86 898, 24. [Haste and Dawes, 2] R. Haste and R. M. Dawes. Ratonal Choce n an Uncertan World: the sychology of Judgement and Decson Makng. Sage ublcatons, Thounds Oaks, 2. [Kahneman and Tvesky, 979] D. Kahneman and A. Tvesky. rospect theory: An analyss of decson under rsk. Econometrca, 47(2): , 979. [Kekntveld et al., 29] C. Kekntveld, M. Jan, J. Tsa, J. ta, F. Ordonez, and M. Tambe. Computng optmal randomzed resource allocatons for massve securty games. In AAMAS, 29. [Korzhyk et al., 2] D. Korzhyk, V. Contzer, and R. arr. Complexty of computng optmal stackelberg strateges n securty resource allocaton games. In AAAI, 2. [McKelvey and alfrey, 995] R. D. McKelvey and T. R. alfrey. Quantal response equlbra for normal form games. Games and Economc Behavor, 2:6 38, 995. [ta et al., 28] J. ta, M. Jan, F. Ordonez, C. ortway, M. Tambe, C. Western,. aruchur, and S. Kraus. Deployed armor protecton: The applcaton of a game theoretc model for securty at the los angeles nternatonal arport. In AAMAS, 28. [ta et al., 2] J. ta, M. Jan, F. Ordonez, M. Tambe, and S. Kraus. Solvng stackelberg games n the real-world: Addressng bounded ratonalty and lmted observatons n human preference models. Artfcal Intellgence Journal, 74(5):42 7, 2. [Smon, 956] H. Smon. Ratonal choce and the structure of the envronment. sychologcal Revew, 63(2):29 38, 956. [Stahl and Wlson, 994] D. O. Stahl and. W. Wlson. Expermental evdence on players models of other players. JEBO, 25(3):39 327, 994. [Tsa et al., 29] J. Tsa, S. Rath, C. Kekntveld, F. Ordonez, and M. Tambe. Irs - a tool for strategc securty allocaton n transportaton networks. In AAMAS, 29. [Wlcox, 23] R. R. Wlcox. Applyng contemporary statstcal technques. Academc ress, 23. [Wrght and Leyton-Brown, 2] J. R. Wrght and K. Leyton-Brown. Beyond equlbrum: redctng human behavor n normal-form games. In AAAI,

benefit is 2, paid if the policyholder dies within the year, and probability of death within the year is ).

benefit is 2, paid if the policyholder dies within the year, and probability of death within the year is ). REVIEW OF RISK MANAGEMENT CONCEPTS LOSS DISTRIBUTIONS AND INSURANCE Loss and nsurance: When someone s subject to the rsk of ncurrng a fnancal loss, the loss s generally modeled usng a random varable or

More information

What is Candidate Sampling

What is Candidate Sampling What s Canddate Samplng Say we have a multclass or mult label problem where each tranng example ( x, T ) conssts of a context x a small (mult)set of target classes T out of a large unverse L of possble

More information

Module 2 LOSSLESS IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 2 LOSSLESS IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module LOSSLESS IMAGE COMPRESSION SYSTEMS Lesson 3 Lossless Compresson: Huffman Codng Instructonal Objectves At the end of ths lesson, the students should be able to:. Defne and measure source entropy..

More information

Feature selection for intrusion detection. Slobodan Petrović NISlab, Gjøvik University College

Feature selection for intrusion detection. Slobodan Petrović NISlab, Gjøvik University College Feature selecton for ntruson detecton Slobodan Petrovć NISlab, Gjøvk Unversty College Contents The feature selecton problem Intruson detecton Traffc features relevant for IDS The CFS measure The mrmr measure

More information

Logistic Regression. Lecture 4: More classifiers and classes. Logistic regression. Adaboost. Optimization. Multiple class classification

Logistic Regression. Lecture 4: More classifiers and classes. Logistic regression. Adaboost. Optimization. Multiple class classification Lecture 4: More classfers and classes C4B Machne Learnng Hlary 20 A. Zsserman Logstc regresson Loss functons revsted Adaboost Loss functons revsted Optmzaton Multple class classfcaton Logstc Regresson

More information

Can Auto Liability Insurance Purchases Signal Risk Attitude?

Can Auto Liability Insurance Purchases Signal Risk Attitude? Internatonal Journal of Busness and Economcs, 2011, Vol. 10, No. 2, 159-164 Can Auto Lablty Insurance Purchases Sgnal Rsk Atttude? Chu-Shu L Department of Internatonal Busness, Asa Unversty, Tawan Sheng-Chang

More information

An Alternative Way to Measure Private Equity Performance

An Alternative Way to Measure Private Equity Performance An Alternatve Way to Measure Prvate Equty Performance Peter Todd Parlux Investment Technology LLC Summary Internal Rate of Return (IRR) s probably the most common way to measure the performance of prvate

More information

1 Example 1: Axis-aligned rectangles

1 Example 1: Axis-aligned rectangles COS 511: Theoretcal Machne Learnng Lecturer: Rob Schapre Lecture # 6 Scrbe: Aaron Schld February 21, 2013 Last class, we dscussed an analogue for Occam s Razor for nfnte hypothess spaces that, n conjuncton

More information

Institute of Informatics, Faculty of Business and Management, Brno University of Technology,Czech Republic

Institute of Informatics, Faculty of Business and Management, Brno University of Technology,Czech Republic Lagrange Multplers as Quanttatve Indcators n Economcs Ivan Mezník Insttute of Informatcs, Faculty of Busness and Management, Brno Unversty of TechnologCzech Republc Abstract The quanttatve role of Lagrange

More information

An Interest-Oriented Network Evolution Mechanism for Online Communities

An Interest-Oriented Network Evolution Mechanism for Online Communities An Interest-Orented Network Evoluton Mechansm for Onlne Communtes Cahong Sun and Xaopng Yang School of Informaton, Renmn Unversty of Chna, Bejng 100872, P.R. Chna {chsun,yang}@ruc.edu.cn Abstract. Onlne

More information

PSYCHOLOGICAL RESEARCH (PYC 304-C) Lecture 12

PSYCHOLOGICAL RESEARCH (PYC 304-C) Lecture 12 14 The Ch-squared dstrbuton PSYCHOLOGICAL RESEARCH (PYC 304-C) Lecture 1 If a normal varable X, havng mean µ and varance σ, s standardsed, the new varable Z has a mean 0 and varance 1. When ths standardsed

More information

The Development of Web Log Mining Based on Improve-K-Means Clustering Analysis

The Development of Web Log Mining Based on Improve-K-Means Clustering Analysis The Development of Web Log Mnng Based on Improve-K-Means Clusterng Analyss TngZhong Wang * College of Informaton Technology, Luoyang Normal Unversty, Luoyang, 471022, Chna [email protected] Abstract.

More information

Forecasting the Demand of Emergency Supplies: Based on the CBR Theory and BP Neural Network

Forecasting the Demand of Emergency Supplies: Based on the CBR Theory and BP Neural Network 700 Proceedngs of the 8th Internatonal Conference on Innovaton & Management Forecastng the Demand of Emergency Supples: Based on the CBR Theory and BP Neural Network Fu Deqang, Lu Yun, L Changbng School

More information

CS 2750 Machine Learning. Lecture 3. Density estimation. CS 2750 Machine Learning. Announcements

CS 2750 Machine Learning. Lecture 3. Density estimation. CS 2750 Machine Learning. Announcements Lecture 3 Densty estmaton Mlos Hauskrecht [email protected] 5329 Sennott Square Next lecture: Matlab tutoral Announcements Rules for attendng the class: Regstered for credt Regstered for audt (only f there

More information

THE DISTRIBUTION OF LOAN PORTFOLIO VALUE * Oldrich Alfons Vasicek

THE DISTRIBUTION OF LOAN PORTFOLIO VALUE * Oldrich Alfons Vasicek HE DISRIBUION OF LOAN PORFOLIO VALUE * Oldrch Alfons Vascek he amount of captal necessary to support a portfolo of debt securtes depends on the probablty dstrbuton of the portfolo loss. Consder a portfolo

More information

J. Parallel Distrib. Comput.

J. Parallel Distrib. Comput. J. Parallel Dstrb. Comput. 71 (2011) 62 76 Contents lsts avalable at ScenceDrect J. Parallel Dstrb. Comput. journal homepage: www.elsever.com/locate/jpdc Optmzng server placement n dstrbuted systems n

More information

Credit Limit Optimization (CLO) for Credit Cards

Credit Limit Optimization (CLO) for Credit Cards Credt Lmt Optmzaton (CLO) for Credt Cards Vay S. Desa CSCC IX, Ednburgh September 8, 2005 Copyrght 2003, SAS Insttute Inc. All rghts reserved. SAS Propretary Agenda Background Tradtonal approaches to credt

More information

Multiple-Period Attribution: Residuals and Compounding

Multiple-Period Attribution: Residuals and Compounding Multple-Perod Attrbuton: Resduals and Compoundng Our revewer gave these authors full marks for dealng wth an ssue that performance measurers and vendors often regard as propretary nformaton. In 1994, Dens

More information

Recurrence. 1 Definitions and main statements

Recurrence. 1 Definitions and main statements Recurrence 1 Defntons and man statements Let X n, n = 0, 1, 2,... be a MC wth the state space S = (1, 2,...), transton probabltes p j = P {X n+1 = j X n = }, and the transton matrx P = (p j ),j S def.

More information

How Sets of Coherent Probabilities May Serve as Models for Degrees of Incoherence

How Sets of Coherent Probabilities May Serve as Models for Degrees of Incoherence 1 st Internatonal Symposum on Imprecse Probabltes and Ther Applcatons, Ghent, Belgum, 29 June 2 July 1999 How Sets of Coherent Probabltes May Serve as Models for Degrees of Incoherence Mar J. Schervsh

More information

Support Vector Machines

Support Vector Machines Support Vector Machnes Max Wellng Department of Computer Scence Unversty of Toronto 10 Kng s College Road Toronto, M5S 3G5 Canada [email protected] Abstract Ths s a note to explan support vector machnes.

More information

Robust Design of Public Storage Warehouses. Yeming (Yale) Gong EMLYON Business School

Robust Design of Public Storage Warehouses. Yeming (Yale) Gong EMLYON Business School Robust Desgn of Publc Storage Warehouses Yemng (Yale) Gong EMLYON Busness School Rene de Koster Rotterdam school of management, Erasmus Unversty Abstract We apply robust optmzaton and revenue management

More information

Efficient Project Portfolio as a tool for Enterprise Risk Management

Efficient Project Portfolio as a tool for Enterprise Risk Management Effcent Proect Portfolo as a tool for Enterprse Rsk Management Valentn O. Nkonov Ural State Techncal Unversty Growth Traectory Consultng Company January 5, 27 Effcent Proect Portfolo as a tool for Enterprse

More information

Course outline. Financial Time Series Analysis. Overview. Data analysis. Predictive signal. Trading strategy

Course outline. Financial Time Series Analysis. Overview. Data analysis. Predictive signal. Trading strategy Fnancal Tme Seres Analyss Patrck McSharry [email protected] www.mcsharry.net Trnty Term 2014 Mathematcal Insttute Unversty of Oxford Course outlne 1. Data analyss, probablty, correlatons, vsualsaton

More information

8 Algorithm for Binary Searching in Trees

8 Algorithm for Binary Searching in Trees 8 Algorthm for Bnary Searchng n Trees In ths secton we present our algorthm for bnary searchng n trees. A crucal observaton employed by the algorthm s that ths problem can be effcently solved when the

More information

When Network Effect Meets Congestion Effect: Leveraging Social Services for Wireless Services

When Network Effect Meets Congestion Effect: Leveraging Social Services for Wireless Services When Network Effect Meets Congeston Effect: Leveragng Socal Servces for Wreless Servces aowen Gong School of Electrcal, Computer and Energy Engeerng Arzona State Unversty Tempe, AZ 8587, USA xgong9@asuedu

More information

NPAR TESTS. One-Sample Chi-Square Test. Cell Specification. Observed Frequencies 1O i 6. Expected Frequencies 1EXP i 6

NPAR TESTS. One-Sample Chi-Square Test. Cell Specification. Observed Frequencies 1O i 6. Expected Frequencies 1EXP i 6 PAR TESTS If a WEIGHT varable s specfed, t s used to replcate a case as many tmes as ndcated by the weght value rounded to the nearest nteger. If the workspace requrements are exceeded and samplng has

More information

Project Networks With Mixed-Time Constraints

Project Networks With Mixed-Time Constraints Project Networs Wth Mxed-Tme Constrants L Caccetta and B Wattananon Western Australan Centre of Excellence n Industral Optmsaton (WACEIO) Curtn Unversty of Technology GPO Box U1987 Perth Western Australa

More information

A Lyapunov Optimization Approach to Repeated Stochastic Games

A Lyapunov Optimization Approach to Repeated Stochastic Games PROC. ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING, OCT. 2013 1 A Lyapunov Optmzaton Approach to Repeated Stochastc Games Mchael J. Neely Unversty of Southern Calforna http://www-bcf.usc.edu/

More information

A Game-Theoretic Approach for Minimizing Security Risks in the Internet-of-Things

A Game-Theoretic Approach for Minimizing Security Risks in the Internet-of-Things A Game-Theoretc Approach for Mnmzng Securty Rsks n the Internet-of-Thngs George Rontds, Emmanoul Panaouss, Aron Laszka, Tasos Daguklas, Pasquale Malacara, and Tansu Alpcan Hellenc Open Unversty, Greece

More information

Risk-based Fatigue Estimate of Deep Water Risers -- Course Project for EM388F: Fracture Mechanics, Spring 2008

Risk-based Fatigue Estimate of Deep Water Risers -- Course Project for EM388F: Fracture Mechanics, Spring 2008 Rsk-based Fatgue Estmate of Deep Water Rsers -- Course Project for EM388F: Fracture Mechancs, Sprng 2008 Chen Sh Department of Cvl, Archtectural, and Envronmental Engneerng The Unversty of Texas at Austn

More information

L10: Linear discriminants analysis

L10: Linear discriminants analysis L0: Lnear dscrmnants analyss Lnear dscrmnant analyss, two classes Lnear dscrmnant analyss, C classes LDA vs. PCA Lmtatons of LDA Varants of LDA Other dmensonalty reducton methods CSCE 666 Pattern Analyss

More information

The Greedy Method. Introduction. 0/1 Knapsack Problem

The Greedy Method. Introduction. 0/1 Knapsack Problem The Greedy Method Introducton We have completed data structures. We now are gong to look at algorthm desgn methods. Often we are lookng at optmzaton problems whose performance s exponental. For an optmzaton

More information

Statistical Methods to Develop Rating Models

Statistical Methods to Develop Rating Models Statstcal Methods to Develop Ratng Models [Evelyn Hayden and Danel Porath, Österrechsche Natonalbank and Unversty of Appled Scences at Manz] Source: The Basel II Rsk Parameters Estmaton, Valdaton, and

More information

Single and multiple stage classifiers implementing logistic discrimination

Single and multiple stage classifiers implementing logistic discrimination Sngle and multple stage classfers mplementng logstc dscrmnaton Hélo Radke Bttencourt 1 Dens Alter de Olvera Moraes 2 Vctor Haertel 2 1 Pontfíca Unversdade Católca do Ro Grande do Sul - PUCRS Av. Ipranga,

More information

Answer: A). There is a flatter IS curve in the high MPC economy. Original LM LM after increase in M. IS curve for low MPC economy

Answer: A). There is a flatter IS curve in the high MPC economy. Original LM LM after increase in M. IS curve for low MPC economy 4.02 Quz Solutons Fall 2004 Multple-Choce Questons (30/00 ponts) Please, crcle the correct answer for each of the followng 0 multple-choce questons. For each queston, only one of the answers s correct.

More information

Vision Mouse. Saurabh Sarkar a* University of Cincinnati, Cincinnati, USA ABSTRACT 1. INTRODUCTION

Vision Mouse. Saurabh Sarkar a* University of Cincinnati, Cincinnati, USA ABSTRACT 1. INTRODUCTION Vson Mouse Saurabh Sarkar a* a Unversty of Cncnnat, Cncnnat, USA ABSTRACT The report dscusses a vson based approach towards trackng of eyes and fngers. The report descrbes the process of locatng the possble

More information

A hybrid global optimization algorithm based on parallel chaos optimization and outlook algorithm

A hybrid global optimization algorithm based on parallel chaos optimization and outlook algorithm Avalable onlne www.ocpr.com Journal of Chemcal and Pharmaceutcal Research, 2014, 6(7):1884-1889 Research Artcle ISSN : 0975-7384 CODEN(USA) : JCPRC5 A hybrd global optmzaton algorthm based on parallel

More information

Logical Development Of Vogel s Approximation Method (LD-VAM): An Approach To Find Basic Feasible Solution Of Transportation Problem

Logical Development Of Vogel s Approximation Method (LD-VAM): An Approach To Find Basic Feasible Solution Of Transportation Problem INTERNATIONAL JOURNAL OF SCIENTIFIC & TECHNOLOGY RESEARCH VOLUME, ISSUE, FEBRUARY ISSN 77-866 Logcal Development Of Vogel s Approxmaton Method (LD- An Approach To Fnd Basc Feasble Soluton Of Transportaton

More information

Enabling P2P One-view Multi-party Video Conferencing

Enabling P2P One-view Multi-party Video Conferencing Enablng P2P One-vew Mult-party Vdeo Conferencng Yongxang Zhao, Yong Lu, Changja Chen, and JanYn Zhang Abstract Mult-Party Vdeo Conferencng (MPVC) facltates realtme group nteracton between users. Whle P2P

More information

"Research Note" APPLICATION OF CHARGE SIMULATION METHOD TO ELECTRIC FIELD CALCULATION IN THE POWER CABLES *

Research Note APPLICATION OF CHARGE SIMULATION METHOD TO ELECTRIC FIELD CALCULATION IN THE POWER CABLES * Iranan Journal of Scence & Technology, Transacton B, Engneerng, ol. 30, No. B6, 789-794 rnted n The Islamc Republc of Iran, 006 Shraz Unversty "Research Note" ALICATION OF CHARGE SIMULATION METHOD TO ELECTRIC

More information

Research Article Enhanced Two-Step Method via Relaxed Order of α-satisfactory Degrees for Fuzzy Multiobjective Optimization

Research Article Enhanced Two-Step Method via Relaxed Order of α-satisfactory Degrees for Fuzzy Multiobjective Optimization Hndaw Publshng Corporaton Mathematcal Problems n Engneerng Artcle ID 867836 pages http://dxdoorg/055/204/867836 Research Artcle Enhanced Two-Step Method va Relaxed Order of α-satsfactory Degrees for Fuzzy

More information

Realistic Image Synthesis

Realistic Image Synthesis Realstc Image Synthess - Combned Samplng and Path Tracng - Phlpp Slusallek Karol Myszkowsk Vncent Pegoraro Overvew: Today Combned Samplng (Multple Importance Samplng) Renderng and Measurng Equaton Random

More information

On the Optimal Control of a Cascade of Hydro-Electric Power Stations

On the Optimal Control of a Cascade of Hydro-Electric Power Stations On the Optmal Control of a Cascade of Hydro-Electrc Power Statons M.C.M. Guedes a, A.F. Rbero a, G.V. Smrnov b and S. Vlela c a Department of Mathematcs, School of Scences, Unversty of Porto, Portugal;

More information

A Genetic Programming Based Stock Price Predictor together with Mean-Variance Based Sell/Buy Actions

A Genetic Programming Based Stock Price Predictor together with Mean-Variance Based Sell/Buy Actions Proceedngs of the World Congress on Engneerng 28 Vol II WCE 28, July 2-4, 28, London, U.K. A Genetc Programmng Based Stock Prce Predctor together wth Mean-Varance Based Sell/Buy Actons Ramn Rajaboun and

More information

2008/8. An integrated model for warehouse and inventory planning. Géraldine Strack and Yves Pochet

2008/8. An integrated model for warehouse and inventory planning. Géraldine Strack and Yves Pochet 2008/8 An ntegrated model for warehouse and nventory plannng Géraldne Strack and Yves Pochet CORE Voe du Roman Pays 34 B-1348 Louvan-la-Neuve, Belgum. Tel (32 10) 47 43 04 Fax (32 10) 47 43 01 E-mal: [email protected]

More information

ANALYZING THE RELATIONSHIPS BETWEEN QUALITY, TIME, AND COST IN PROJECT MANAGEMENT DECISION MAKING

ANALYZING THE RELATIONSHIPS BETWEEN QUALITY, TIME, AND COST IN PROJECT MANAGEMENT DECISION MAKING ANALYZING THE RELATIONSHIPS BETWEEN QUALITY, TIME, AND COST IN PROJECT MANAGEMENT DECISION MAKING Matthew J. Lberatore, Department of Management and Operatons, Vllanova Unversty, Vllanova, PA 19085, 610-519-4390,

More information

Power-of-Two Policies for Single- Warehouse Multi-Retailer Inventory Systems with Order Frequency Discounts

Power-of-Two Policies for Single- Warehouse Multi-Retailer Inventory Systems with Order Frequency Discounts Power-of-wo Polces for Sngle- Warehouse Mult-Retaler Inventory Systems wth Order Frequency Dscounts José A. Ventura Pennsylvana State Unversty (USA) Yale. Herer echnon Israel Insttute of echnology (Israel)

More information

Simulation and optimization of supply chains: alternative or complementary approaches?

Simulation and optimization of supply chains: alternative or complementary approaches? Smulaton and optmzaton of supply chans: alternatve or complementary approaches? Chrstan Almeder Margaretha Preusser Rchard F. Hartl Orgnally publshed n: OR Spectrum (2009) 31:95 119 DOI 10.1007/s00291-007-0118-z

More information

Availability-Based Path Selection and Network Vulnerability Assessment

Availability-Based Path Selection and Network Vulnerability Assessment Avalablty-Based Path Selecton and Network Vulnerablty Assessment Song Yang, Stojan Trajanovsk and Fernando A. Kupers Delft Unversty of Technology, The Netherlands {S.Yang, S.Trajanovsk, F.A.Kupers}@tudelft.nl

More information

Sketching Sampled Data Streams

Sketching Sampled Data Streams Sketchng Sampled Data Streams Florn Rusu, Aln Dobra CISE Department Unversty of Florda Ganesvlle, FL, USA [email protected] [email protected] Abstract Samplng s used as a unversal method to reduce the

More information

DEFINING %COMPLETE IN MICROSOFT PROJECT

DEFINING %COMPLETE IN MICROSOFT PROJECT CelersSystems DEFINING %COMPLETE IN MICROSOFT PROJECT PREPARED BY James E Aksel, PMP, PMI-SP, MVP For Addtonal Informaton about Earned Value Management Systems and reportng, please contact: CelersSystems,

More information

Descriptive Models. Cluster Analysis. Example. General Applications of Clustering. Examples of Clustering Applications

Descriptive Models. Cluster Analysis. Example. General Applications of Clustering. Examples of Clustering Applications CMSC828G Prncples of Data Mnng Lecture #9 Today s Readng: HMS, chapter 9 Today s Lecture: Descrptve Modelng Clusterng Algorthms Descrptve Models model presents the man features of the data, a global summary

More information

How To Solve An Onlne Control Polcy On A Vrtualzed Data Center

How To Solve An Onlne Control Polcy On A Vrtualzed Data Center Dynamc Resource Allocaton and Power Management n Vrtualzed Data Centers Rahul Urgaonkar, Ulas C. Kozat, Ken Igarash, Mchael J. Neely [email protected], {kozat, garash}@docomolabs-usa.com, [email protected]

More information

Luby s Alg. for Maximal Independent Sets using Pairwise Independence

Luby s Alg. for Maximal Independent Sets using Pairwise Independence Lecture Notes for Randomzed Algorthms Luby s Alg. for Maxmal Independent Sets usng Parwse Independence Last Updated by Erc Vgoda on February, 006 8. Maxmal Independent Sets For a graph G = (V, E), an ndependent

More information

Number of Levels Cumulative Annual operating Income per year construction costs costs ($) ($) ($) 1 600,000 35,000 100,000 2 2,200,000 60,000 350,000

Number of Levels Cumulative Annual operating Income per year construction costs costs ($) ($) ($) 1 600,000 35,000 100,000 2 2,200,000 60,000 350,000 Problem Set 5 Solutons 1 MIT s consderng buldng a new car park near Kendall Square. o unversty funds are avalable (overhead rates are under pressure and the new faclty would have to pay for tself from

More information

NEURO-FUZZY INFERENCE SYSTEM FOR E-COMMERCE WEBSITE EVALUATION

NEURO-FUZZY INFERENCE SYSTEM FOR E-COMMERCE WEBSITE EVALUATION NEURO-FUZZY INFERENE SYSTEM FOR E-OMMERE WEBSITE EVALUATION Huan Lu, School of Software, Harbn Unversty of Scence and Technology, Harbn, hna Faculty of Appled Mathematcs and omputer Scence, Belarusan State

More information

Exhaustive Regression. An Exploration of Regression-Based Data Mining Techniques Using Super Computation

Exhaustive Regression. An Exploration of Regression-Based Data Mining Techniques Using Super Computation Exhaustve Regresson An Exploraton of Regresson-Based Data Mnng Technques Usng Super Computaton Antony Daves, Ph.D. Assocate Professor of Economcs Duquesne Unversty Pttsburgh, PA 58 Research Fellow The

More information

Brigid Mullany, Ph.D University of North Carolina, Charlotte

Brigid Mullany, Ph.D University of North Carolina, Charlotte Evaluaton And Comparson Of The Dfferent Standards Used To Defne The Postonal Accuracy And Repeatablty Of Numercally Controlled Machnng Center Axes Brgd Mullany, Ph.D Unversty of North Carolna, Charlotte

More information

CHAPTER 14 MORE ABOUT REGRESSION

CHAPTER 14 MORE ABOUT REGRESSION CHAPTER 14 MORE ABOUT REGRESSION We learned n Chapter 5 that often a straght lne descrbes the pattern of a relatonshp between two quanttatve varables. For nstance, n Example 5.1 we explored the relatonshp

More information

Distributed Multi-Target Tracking In A Self-Configuring Camera Network

Distributed Multi-Target Tracking In A Self-Configuring Camera Network Dstrbuted Mult-Target Trackng In A Self-Confgurng Camera Network Crstan Soto, B Song, Amt K. Roy-Chowdhury Department of Electrcal Engneerng Unversty of Calforna, Rversde {cwlder,bsong,amtrc}@ee.ucr.edu

More information

Intra-year Cash Flow Patterns: A Simple Solution for an Unnecessary Appraisal Error

Intra-year Cash Flow Patterns: A Simple Solution for an Unnecessary Appraisal Error Intra-year Cash Flow Patterns: A Smple Soluton for an Unnecessary Apprasal Error By C. Donald Wggns (Professor of Accountng and Fnance, the Unversty of North Florda), B. Perry Woodsde (Assocate Professor

More information

Master s Thesis. Configuring robust virtual wireless sensor networks for Internet of Things inspired by brain functional networks

Master s Thesis. Configuring robust virtual wireless sensor networks for Internet of Things inspired by brain functional networks Master s Thess Ttle Confgurng robust vrtual wreless sensor networks for Internet of Thngs nspred by bran functonal networks Supervsor Professor Masayuk Murata Author Shnya Toyonaga February 10th, 2014

More information

Scale Dependence of Overconfidence in Stock Market Volatility Forecasts

Scale Dependence of Overconfidence in Stock Market Volatility Forecasts Scale Dependence of Overconfdence n Stoc Maret Volatlty Forecasts Marus Glaser, Thomas Langer, Jens Reynders, Martn Weber* June 7, 007 Abstract In ths study, we analyze whether volatlty forecasts (judgmental

More information

An Empirical Study of Search Engine Advertising Effectiveness

An Empirical Study of Search Engine Advertising Effectiveness An Emprcal Study of Search Engne Advertsng Effectveness Sanjog Msra, Smon School of Busness Unversty of Rochester Edeal Pnker, Smon School of Busness Unversty of Rochester Alan Rmm-Kaufman, Rmm-Kaufman

More information

Staff Paper. Farm Savings Accounts: Examining Income Variability, Eligibility, and Benefits. Brent Gloy, Eddy LaDue, and Charles Cuykendall

Staff Paper. Farm Savings Accounts: Examining Income Variability, Eligibility, and Benefits. Brent Gloy, Eddy LaDue, and Charles Cuykendall SP 2005-02 August 2005 Staff Paper Department of Appled Economcs and Management Cornell Unversty, Ithaca, New York 14853-7801 USA Farm Savngs Accounts: Examnng Income Varablty, Elgblty, and Benefts Brent

More information

A Resource-trading Mechanism for Efficient Distribution of Large-volume Contents on Peer-to-Peer Networks

A Resource-trading Mechanism for Efficient Distribution of Large-volume Contents on Peer-to-Peer Networks A Resource-tradng Mechansm for Effcent Dstrbuton of Large-volume Contents on Peer-to-Peer Networks SmonG.M.Koo,C.S.GeorgeLee, Karthk Kannan School of Electrcal and Computer Engneerng Krannet School of

More information

A Secure Password-Authenticated Key Agreement Using Smart Cards

A Secure Password-Authenticated Key Agreement Using Smart Cards A Secure Password-Authentcated Key Agreement Usng Smart Cards Ka Chan 1, Wen-Chung Kuo 2 and Jn-Chou Cheng 3 1 Department of Computer and Informaton Scence, R.O.C. Mltary Academy, Kaohsung 83059, Tawan,

More information

Traffic State Estimation in the Traffic Management Center of Berlin

Traffic State Estimation in the Traffic Management Center of Berlin Traffc State Estmaton n the Traffc Management Center of Berln Authors: Peter Vortsch, PTV AG, Stumpfstrasse, D-763 Karlsruhe, Germany phone ++49/72/965/35, emal [email protected] Peter Möhl, PTV AG,

More information

Logistic Regression. Steve Kroon

Logistic Regression. Steve Kroon Logstc Regresson Steve Kroon Course notes sectons: 24.3-24.4 Dsclamer: these notes do not explctly ndcate whether values are vectors or scalars, but expects the reader to dscern ths from the context. Scenaro

More information

Bayesian Cluster Ensembles

Bayesian Cluster Ensembles Bayesan Cluster Ensembles Hongjun Wang 1, Hanhua Shan 2 and Arndam Banerjee 2 1 Informaton Research Insttute, Southwest Jaotong Unversty, Chengdu, Schuan, 610031, Chna 2 Department of Computer Scence &

More information

Joint Scheduling of Processing and Shuffle Phases in MapReduce Systems

Joint Scheduling of Processing and Shuffle Phases in MapReduce Systems Jont Schedulng of Processng and Shuffle Phases n MapReduce Systems Fangfe Chen, Mural Kodalam, T. V. Lakshman Department of Computer Scence and Engneerng, The Penn State Unversty Bell Laboratores, Alcatel-Lucent

More information

The OC Curve of Attribute Acceptance Plans

The OC Curve of Attribute Acceptance Plans The OC Curve of Attrbute Acceptance Plans The Operatng Characterstc (OC) curve descrbes the probablty of acceptng a lot as a functon of the lot s qualty. Fgure 1 shows a typcal OC Curve. 10 8 6 4 1 3 4

More information

Data Broadcast on a Multi-System Heterogeneous Overlayed Wireless Network *

Data Broadcast on a Multi-System Heterogeneous Overlayed Wireless Network * JOURNAL OF INFORMATION SCIENCE AND ENGINEERING 24, 819-840 (2008) Data Broadcast on a Mult-System Heterogeneous Overlayed Wreless Network * Department of Computer Scence Natonal Chao Tung Unversty Hsnchu,

More information

Characterization of Assembly. Variation Analysis Methods. A Thesis. Presented to the. Department of Mechanical Engineering. Brigham Young University

Characterization of Assembly. Variation Analysis Methods. A Thesis. Presented to the. Department of Mechanical Engineering. Brigham Young University Characterzaton of Assembly Varaton Analyss Methods A Thess Presented to the Department of Mechancal Engneerng Brgham Young Unversty In Partal Fulfllment of the Requrements for the Degree Master of Scence

More information

AD-SHARE: AN ADVERTISING METHOD IN P2P SYSTEMS BASED ON REPUTATION MANAGEMENT

AD-SHARE: AN ADVERTISING METHOD IN P2P SYSTEMS BASED ON REPUTATION MANAGEMENT 1 AD-SHARE: AN ADVERTISING METHOD IN P2P SYSTEMS BASED ON REPUTATION MANAGEMENT Nkos Salamanos, Ev Alexogann, Mchals Vazrganns Department of Informatcs, Athens Unversty of Economcs and Busness [email protected],

More information

POLYSA: A Polynomial Algorithm for Non-binary Constraint Satisfaction Problems with and

POLYSA: A Polynomial Algorithm for Non-binary Constraint Satisfaction Problems with and POLYSA: A Polynomal Algorthm for Non-bnary Constrant Satsfacton Problems wth and Mguel A. Saldo, Federco Barber Dpto. Sstemas Informátcos y Computacón Unversdad Poltécnca de Valenca, Camno de Vera s/n

More information

Effective Network Defense Strategies against Malicious Attacks with Various Defense Mechanisms under Quality of Service Constraints

Effective Network Defense Strategies against Malicious Attacks with Various Defense Mechanisms under Quality of Service Constraints Effectve Network Defense Strateges aganst Malcous Attacks wth Varous Defense Mechansms under Qualty of Servce Constrants Frank Yeong-Sung Ln Department of Informaton Natonal Tawan Unversty Tape, Tawan,

More information

Calculating the high frequency transmission line parameters of power cables

Calculating the high frequency transmission line parameters of power cables < ' Calculatng the hgh frequency transmsson lne parameters of power cables Authors: Dr. John Dcknson, Laboratory Servces Manager, N 0 RW E B Communcatons Mr. Peter J. Ncholson, Project Assgnment Manager,

More information

An Evaluation of the Extended Logistic, Simple Logistic, and Gompertz Models for Forecasting Short Lifecycle Products and Services

An Evaluation of the Extended Logistic, Simple Logistic, and Gompertz Models for Forecasting Short Lifecycle Products and Services An Evaluaton of the Extended Logstc, Smple Logstc, and Gompertz Models for Forecastng Short Lfecycle Products and Servces Charles V. Trappey a,1, Hsn-yng Wu b a Professor (Management Scence), Natonal Chao

More information

How To Calculate An Approxmaton Factor Of 1 1/E

How To Calculate An Approxmaton Factor Of 1 1/E Approxmaton algorthms for allocaton problems: Improvng the factor of 1 1/e Urel Fege Mcrosoft Research Redmond, WA 98052 [email protected] Jan Vondrák Prnceton Unversty Prnceton, NJ 08540 [email protected]

More information

Extending Probabilistic Dynamic Epistemic Logic

Extending Probabilistic Dynamic Epistemic Logic Extendng Probablstc Dynamc Epstemc Logc Joshua Sack May 29, 2008 Probablty Space Defnton A probablty space s a tuple (S, A, µ), where 1 S s a set called the sample space. 2 A P(S) s a σ-algebra: a set

More information

Student Performance in Online Quizzes as a Function of Time in Undergraduate Financial Management Courses

Student Performance in Online Quizzes as a Function of Time in Undergraduate Financial Management Courses Student Performance n Onlne Quzzes as a Functon of Tme n Undergraduate Fnancal Management Courses Olver Schnusenberg The Unversty of North Florda ABSTRACT An nterestng research queston n lght of recent

More information

A Replication-Based and Fault Tolerant Allocation Algorithm for Cloud Computing

A Replication-Based and Fault Tolerant Allocation Algorithm for Cloud Computing A Replcaton-Based and Fault Tolerant Allocaton Algorthm for Cloud Computng Tork Altameem Dept of Computer Scence, RCC, Kng Saud Unversty, PO Box: 28095 11437 Ryadh-Saud Araba Abstract The very large nfrastructure

More information

Properties of Indoor Received Signal Strength for WLAN Location Fingerprinting

Properties of Indoor Received Signal Strength for WLAN Location Fingerprinting Propertes of Indoor Receved Sgnal Strength for WLAN Locaton Fngerprntng Kamol Kaemarungs and Prashant Krshnamurthy Telecommuncatons Program, School of Informaton Scences, Unversty of Pttsburgh E-mal: kakst2,[email protected]

More information

General Iteration Algorithm for Classification Ratemaking

General Iteration Algorithm for Classification Ratemaking General Iteraton Algorthm for Classfcaton Ratemakng by Luyang Fu and Cheng-sheng eter Wu ABSTRACT In ths study, we propose a flexble and comprehensve teraton algorthm called general teraton algorthm (GIA)

More information

Using Multi-objective Metaheuristics to Solve the Software Project Scheduling Problem

Using Multi-objective Metaheuristics to Solve the Software Project Scheduling Problem Usng Mult-obectve Metaheurstcs to Solve the Software Proect Schedulng Problem Francsco Chcano Unversty of Málaga, Span [email protected] Francsco Luna Unversty of Málaga, Span [email protected] Enrque Alba

More information

IDENTIFICATION AND CORRECTION OF A COMMON ERROR IN GENERAL ANNUITY CALCULATIONS

IDENTIFICATION AND CORRECTION OF A COMMON ERROR IN GENERAL ANNUITY CALCULATIONS IDENTIFICATION AND CORRECTION OF A COMMON ERROR IN GENERAL ANNUITY CALCULATIONS Chrs Deeley* Last revsed: September 22, 200 * Chrs Deeley s a Senor Lecturer n the School of Accountng, Charles Sturt Unversty,

More information

Predicting Software Development Project Outcomes *

Predicting Software Development Project Outcomes * Predctng Software Development Project Outcomes * Rosna Weber, Mchael Waller, June Verner, Wllam Evanco College of Informaton Scence & Technology, Drexel Unversty 3141 Chestnut Street Phladelpha, PA 19104

More information

Chapter 4 ECONOMIC DISPATCH AND UNIT COMMITMENT

Chapter 4 ECONOMIC DISPATCH AND UNIT COMMITMENT Chapter 4 ECOOMIC DISATCH AD UIT COMMITMET ITRODUCTIO A power system has several power plants. Each power plant has several generatng unts. At any pont of tme, the total load n the system s met by the

More information