• Title/Summary/Keyword: Stochastic Game

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Optimal Network Defense Strategy Selection Based on Markov Bayesian Game

  • Wang, Zengguang;Lu, Yu;Li, Xi;Nie, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.11
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    • pp.5631-5652
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    • 2019
  • The existing defense strategy selection methods based on game theory basically select the optimal defense strategy in the form of mixed strategy. However, it is hard for network managers to understand and implement the defense strategy in this way. To address this problem, we constructed the incomplete information stochastic game model for the dynamic analysis to predict multi-stage attack-defense process by combining Bayesian game theory and the Markov decision-making method. In addition, the payoffs are quantified from the impact value of attack-defense actions. Based on previous statements, we designed an optimal defense strategy selection method. The optimal defense strategy is selected, which regards defense effectiveness as the criterion. The proposed method is feasibly verified via a representative experiment. Compared to the classical strategy selection methods based on the game theory, the proposed method can select the optimal strategy of the multi-stage attack-defense process in the form of pure strategy, which has been proved more operable than the compared ones.

Content Adaptive Watermarkding Using a Stochastic Visual Model Based on Multiwavelet Transform

  • Kwon, Ki-Ryong;Kang, Kyun-Ho;Kwon, Seong-Geun;Moon, Kwang-Seok;Lee, Joon-Jae
    • Proceedings of the IEEK Conference
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    • 2002.07c
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    • pp.1511-1514
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    • 2002
  • This paper presents content adaptive image watermark embedding using stochastic visual model based on multiwavelet transform. To embedding watermark, the original image is decomposed into 4 levels using a discrete multiwavelet transform, then a watermark is embedded into the JND(just noticeable differences) of the image each subband. The perceptual model is applied with a stochastic approach fer watermark embedding. This is based on the computation of a NVF(noise visibility function) that have local image properties. The perceptual model with content adaptive watermarking algorithm embed at the texture and edge region for more strongly embedded watermark by the JND. This method uses stationary Generalized Gaussian model characteristic because watermark has noise properties. The experiment results of simulation of the proposed watermark embedding method using stochastic visual model based on multiwavelet transform techniques was found to be excellent invisibility and robustness.

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Online Recognition of Handwritten Korean and English Characters

  • Ma, Ming;Park, Dong-Won;Kim, Soo Kyun;An, Syungog
    • Journal of Information Processing Systems
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    • v.8 no.4
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    • pp.653-668
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    • 2012
  • In this study, an improved HMM based recognition model is proposed for online English and Korean handwritten characters. The pattern elements of the handwriting model are sub character strokes and ligatures. To deal with the problem of handwriting style variations, a modified Hierarchical Clustering approach is introduced to partition different writing styles into several classes. For each of the English letters and each primitive grapheme in Korean characters, one HMM that models the temporal and spatial variability of the handwriting is constructed based on each class. Then the HMMs of Korean graphemes are concatenated to form the Korean character models. The recognition of handwritten characters is implemented by a modified level building algorithm, which incorporates the Korean character combination rules within the efficient network search procedure. Due to the limitation of the HMM based method, a post-processing procedure that takes the global and structural features into account is proposed. Experiments showed that the proposed recognition system achieved a high writer independent recognition rate on unconstrained samples of both English and Korean characters. The comparison with other schemes of HMM-based recognition was also performed to evaluate the system.

A study on the Stochastic Model for Sentence Speech Understanding (문장음성 이해를 위한 확률모델에 관한 연구)

  • Roh, Yong-Wan;Hong, Kwang-Seok
    • The KIPS Transactions:PartB
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    • v.10B no.7
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    • pp.829-836
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    • 2003
  • In this paper, we propose a stochastic model for sentence speech understanding using dictionary and thesaurus. The proposed model extracts words from an input speech or text into a sentence. A computer is sellected category of dictionary database compared the word extracting from the input sentence calculating a probability value to the compare results from stochastic model. At this time, computer read out upper dictionary information from the upper dictionary searching and extracting word compared input sentence caluclating value to the compare results from stochastic model. We compare adding the first and second probability value from the dictionary searching and the upper dictionary searching with threshold probability that we measure the sentence understanding rate. We evaluated the performance of the sentence speech understanding system by applying twenty questions game. As the experiment results, we got sentence speech understanding accuracy of 79.8%. In this case, probability ($\alpha$) of high level word is 0.9 and threshold probability ($\beta$) is 0.38.

Comparison between Cournot-Nash and Stackelberg Game in Bi-level Program (Bi-level program에서 Cournot-Nash게임과 Stackelberg게임의 비교연구)

  • Lim, Yong-Taek;Lim, Kang-Won
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.99-106
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    • 2004
  • This paper presents some comparisons between Cournot-Nash and Stackelberg game in bi-level program, composed of both upper level program and lower level one. The upper level can be formulated to optimize a specific objective function, while the lower formulated to express travelers' behavior patterns corresponding to the design parameter of upper level problem. This kind of hi-level program is to determine a design parameter, which leads the road network to an optimal state. Bi-level program includes traffic signal control, traffic information provision, congestion charge and new transportation mode introduction as well as road expansion. From the view point of game theory, many existing algorithms for bi-level program such as IOA (Iterative Optimization Assignment) or IEA (Iterative Estimation Assignment) belong to Cournot-Nash game. But sensitivity-based algorithms belongs to Stackelberg one because they consider the reaction of the lower level program. These two game models would be compared by using an example network and show some results that there is no superiority between the models in deterministic case, but in stochastic case Stackelberg approach is better than that of Cournot-Nash one as we expect.

Optimum Stragies for Unfavorable Situation in Red & Black

  • Ahn, Chul H;Sok, Yong-U
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.683-691
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    • 2002
  • In a game called red and black, you can stake any amount s in your possession. Suppose your goal is 1 and your current fortune is f, with 0 < f < 1. You win back your stake and as much more with probability p and lose your stake with probability, q = 1- p. Ahn(2000) considered optimum strategy for this game with the value of p less than $\frac{1}{2}$ where the house has the advantage over the player. The optimum strategy at any f when p < $\frac{1}{2}$ is to play boldly, which is to bet as much as you can. In this paper we perform the simulation study to show that the Bold strategy is optimum.

Optimum Strategies in Red & Black

  • Ahn, Chul-Hwan
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.475-480
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    • 2000
  • In a game called red and black, you can stake any amount is in your possession. Suppose your goal is 1 and your current fortune is $f$, with 0$p$ and lose your stake with probability, $q$=1-$p$. In this paper, we consider optimum strategies for this game with the value of $p$ less than $^1/_2$ where the house has the advantage over the player, and with the value of $p$ greater than $^1/_2$ where the player has the advantage over the house. The optimum strategy at any $f$ when $p$<$^1/_2$ is to play boldly, which is to bet as much as you can. The optimum strategy when $p$>$^1/_2$ is to bet $f\cdot\alpha$with $\alpha$, a sufficiently small number between 0 and 1.

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Stochastic Modeling and Concurrent Simulation of the Game of Golf

  • Yoon, Sung-Roh;Lee, Se-Il;Oh, Seong-Jun
    • ETRI Journal
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    • v.31 no.6
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    • pp.809-811
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    • 2009
  • We propose a novel simulation method for modeling the game of golf using SystemC, a system description language that allows modeling of a concurrent system's behavior. Utilizing the proposed simulator, we compare different outing formats of golf, namely, regular and shotgun, in terms of playing time. Our simulation results reveal that the shotgun format can take longer than the regular format if the number of groups in a golf course exceeds 33 for the scenario we tested, confirming the belief that the shotgun format can take longer than the regular format. We also justify our simulation by comparing the simulation and analytical results.

Optimal Bidding Strategy of Competitive Generators Under Price Based Pool (PBP(Price Based Pool) 발전경쟁시장에서의 최적입찰전략수립)

  • Kang, Dong-Joo;Hur, Jin;Moon, Young-Hwan;Chung, Koo-Hyung;Kim, Bal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.51 no.12
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    • pp.597-602
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    • 2002
  • The restructuring of power industry is still going on all over the world for last several decades. Many kinds of restructuring model have been studied, proposed, and applied. Among those models, power pool is more popular than other. This paper assumes the power pool market structure having competitive generation sector, and a new method is presented to build a bidding strategy in that market. The utilities participating in the market have the perfect information of their cost and price functions, but they don't know which strategy to be chosen by others. To define one's strategy as a vector, we make utility's cost/price functions into discrete step functions. An utility knows only his own strategy, so he estimates the other's cost/price functions into discrete step functions. An utility knows only his own strategy, so he estimates the other's strategy using Nash equilibrium or stochastic methods. And he also has to forecast the system demand. According to this forecasting result, his payoffs can be changed. Considering these all conditions, we formulate a bidding game problem and apply noncooperative game theory to that problem for the optimal strategy or solution. Some restrictive assumption are added for simplification of solving process. A numerical example is given in Case Study to show essential features and concrete results of this approach.

Sensitivity Analysis of Stochastic User Equilibrium in a Multi-Modal Network (다수단 확률적 사용자 균형의 민감도 분석)

  • Kim, Byeong-Gwan;Im, Yong-Taek
    • Journal of Korean Society of Transportation
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    • v.28 no.5
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    • pp.117-129
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    • 2010
  • This study presents a sensitivity analysis method for stochastic user equilibrium of multi-modal network flows. We consider a multi-modal network consisting of a road network for passenger cars physically separated from a transit network for public transport. We first establish a sensitivity analysis method with respect to arbitrary link parameters and perform a sensitivity analysis with respect to link capacity and transit line frequency as practical link parameters. Next, We establish a sensitivity analysis method and perform the sensitivity analysis with respect to modal split by passenger car and public transit. As with the elasticity of economics, these results can be important information for analyzing changes in travel behavior due to the changes in operation and policy of transportation facilities, as well as for analyzing the effects of these operational changes and policies. These results also can be utilized as a tool to constitute a multi-modal network design problem by using cooperative game theory.