• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.10
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• pp.5260-5275
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• 2019

In the process of constructing the traditional offensive and defensive game theory model, these are some shortages for considering the dynamic change of security risk problem. By analysing the critical indicators of the incomplete information game theory model, incomplete information attack and defense game theory model and the mathematical engineering method for solving Bayes-Nash equilibrium, the risk-averse income function for information assets is summarized as the problem of maximising the return of the equilibrium point. To obtain the functional relationship between the optimal strategy combination of the offense and defense and the information asset security probability and risk probability. At the same time, the offensive and defensive examples are used to visually analyse and demonstrate the incomplete information game and the Harsanyi conversion method. First, the incomplete information game and the Harsanyi conversion problem is discussed through the attack and defense examples and using the game tree. Then the strategy expression of incomplete information static game and the engineering mathematics method of Bayes-Nash equilibrium are given. After that, it focuses on the offensive and defensive game problem of unsafe information network based on risk aversion. The problem of attack and defense is obtained by the issue of maximizing utility, and then the Bayes-Nash equilibrium of offense and defense game is carried out around the security risk of assets. Finally, the application model in network security penetration and defense is analyzed by designing a simulation example of attack and defense penetration. The analysis results show that the constructed income function model is feasible and practical.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.49 no.1
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• pp.53-58
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• 2012

With a game-theoretic view, p-persistence slotted ALOHA is structured as a non-cooperative game, in which a Nash equilibrium is sought to provide a value for the probability of attempting to deliver a packet. An expression of Nash equilibrium necessarily includes the number of active outer stations, which is hardly available in many practical applications. In this paper, we thus propose a Bayesian scheme of predicting the number of active outer stations prior to deciding whether to attempt to deliver a packet or not. Despite only requiring the minimal information that an outer station is genetically able to acquire by itself, the Bayesian scheme demonstrates the competitive predicting performance against a method which depends on heavy information.

• Journal of Korea Water Resources Association
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• v.51 no.10
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• pp.839-852
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• 2018

The purpose of this study is to predict monthly agricultural reservoir storage by developing weather data-based Multiple Linear Regression Model (MLRM) with precipitation, maximum temperature, minimum temperature, average temperature, and average wind speed. Using Naïve-Bayes classification, total 1,559 nationwide reservoirs were classified into 30 clusters based on geomorphological specification (effective storage volume, irrigation area, watershed area, latitude, longitude and frequency of drought). For each cluster, the monthly MLRM was derived using 13 years (2002~2014) meteorological data by KMA (Korea Meteorological Administration) and reservoir storage rate data by KRC (Korea Rural Community). The MLRM for reservoir storage rate showed the determination coefficient ($R^2$) of 0.76, Nash-Sutcliffe efficiency (NSE) of 0.73, and root mean square error (RMSE) of 8.33% respectively. The MLRM was evaluated for 2 years (2015~2016) using 3 months weather forecast data of GloSea5 (GS5) by KMA. The Reservoir Drought Index (RDI) that was represented by present and normal year reservoir storage rate showed that the ROC (Receiver Operating Characteristics) average hit rate was 0.80 using observed data and 0.73 using GS5 data in the MLRM. Using the results of this study, future reservoir storage rates can be predicted and used as decision-making data on stable future agricultural water supply.

• KDI Journal of Economic Policy
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• v.12 no.1
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• pp.127-148
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• 1990

A Milgrom-Roberts style signalling model of limit pricing is developed to analyze the possibility and the scope of limit pricing in general, noncooperative oligopolies. The model contains multiple incumbent firms facing a potential entrant and assumes an information asymmetry between incombents and the potential entrant about the market demand. There are two periods in the model. In period 1, n incumbent firms simultaneously and noncooperatively choose quantities. At the end of period 1, the potential entrant observes the market price and makes an entry decision. In period 2, depending on the entry decision of the entrant, n' or (n+1) firms choose quantities again before the game terminates. Since the choice of incumbent firms in period 1 depends on their information about demand, the market price in period 1 conveys information about the market demand. Thus, there is a systematic link between the market price and the profitability of entry. Using Bayes-Nash equilibrium as the solution concept, we find that there exist some demand conditions under which incumbent firms will limit price. In symmetric equilibria, incumbent firms each produce an output that is greater than the Cournot output and induce a price that is below the Cournot price. In doing so, each incumbent firm refrains from maximizing short-run profit and supplies a public good that is entry deterrence. The reason that entry is deterred by such a reduced price is that it conveys information about the demand of the industry that is unfavorable to the entrant. This establishes the possibility of limit pricing by noncooperative oligopolists in a setting that is fully rational, and also generalizes the result of Milgrom and Roberts to general oligopolies, confirming Bain's intuition. Limit pricing by incumbents explained above can be interpreted as a form of credible collusion in which each firm voluntarily deviates from myopic optimization in order to deter entry using their superior information. This type of implicit collusion differs from Folk-theorem type collusions in many ways and suggests that a collusion can be a credible one even in finite games as long as there is information asymmetry. Another important result is that as the number of incumbent firms approaches infinity, or as the industry approaches a competitive one, the probability that limit pricing occurs converges to zero and the probability of entry converges to that under complete information. This limit result confirms the intuition that as the number of agents sharing the same private information increases, the value of the private information decreases, and the probability that the information gets revealed increases. This limit result also supports the conventional belief that there is no entry problem in a competitive market. Considering the fact that limit pricing is generally believed to occur at an early stage of an industry and the fact that many industries in Korea are oligopolies in their infant stages, the theoretical results of this paper suggest that we should pay attention to the possibility of implicit collusion by incumbent firms aimed at deterring new entry using superior information. The long-term loss to the Korean economy from limit pricing can be very large if the industry in question is a part of the world market and the domestic potential entrant whose entry is deterred could .have developed into a competitor in the world market. In this case, the long-term loss to the Korean economy should include the lost opportunity in the world market in addition to the domestic long-run welfare loss.