• 제목/요약/키워드: Stochastic Game

검색결과 24건 처리시간 0.028초

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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    • 제13권11호
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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
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -3
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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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    • 제8권4호
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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.

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

  • 노용완;홍광석
    • 정보처리학회논문지B
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    • 제10B권7호
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    • pp.829-836
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    • 2003
  • 본 논문에서는 사전과 시소러스를 이용하여 문장음성 이해를 위한 확률모델을 제안한다. 제안한 확률모델은 입력되는 음성과 텍스트 문장에서 단어를 추출한다. 컴퓨터가 선택한 카테고리의 사전 DB와 입력된 문장에서 추출된 단어와 비교하고 확률모델로부터 확률값을 얻는다. 이때 컴퓨터로부터 상위어 정보를 알아내고 상위어 사전을 검색하여 단어를 추출하고 입력된 단어와 확률 모델을 비교하여 결과값을 얻는다. 사전과 상위어 사전으로부터 얻은 두개의 확률값을 더하고 그 값을 미리 정해진 임계값과 비교하여 문장의 이해도를 측정한다. 이와 같은 이해 시스템을 스무고개 게임에 적용시켜 그 성능을 평가 하였다. 상위어 확률 값($\alpha$)이 0.9이고 임계값 ($\beta$)은 0.38일 때 문장음성 이해의 정확도는 79.8%였다.

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

  • 임용택;임강원
    • 대한교통학회지
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    • 제22권7호
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    • pp.99-106
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    • 2004
  • 본 연구에서는 바이레벨 문제를 풀기 위한 2가지 접근법, 즉 Cournot-Nash 게임과 Stackelbgerg 게임을 서로 비교하기 위한 것으로, 하위문제가 결정적인 통행배정문제(deterministic traffic assignment)인 경우와 확률적 통행배정문제(stochastic traffic assignment)인 경우로 구분하여 분석한다. 바이레벨 프로그램(bi-level program)은 상위문제(upper level program)과 하위 문제(lower level program)로 구성된 수리적인 문제로 상위문제는 목적하는 특정함수를 최적화시키는 형태이며, 하위문제는 통행자의 행태를 반영하는 형태로 구축된다. 기존에 제시된 알고리듬중 바이레벨문제의 대표적인 풀이 알고리듬인 IOA(Iterative Optimization Assignment) 알고리듬과 기종점 통행행렬추정(OD matrix estimation)에 주로 사용되는 IEA(Iterative Estimation Assignment)은 상위문제와 하위문제가 서로 독립적으로 존재하면서 설계변수와 통행량을 서로 주고받는 형태를 갖고 있어 Cournot-Nash 게임형태이다. 이에 반해, 최근에 제시된 민감도분석(Sensitivity analysis)을 기초로 한 알고리듬들은 상위문제에서 결정된 설계변수 변화에 대해 하위문제의 통행량변화를 민감도를 통해 고려하기 때문에 Stackelbeg게임이라고 볼 수 있다. 본 연구에서는 이들 알고리듬들을 비교하는 데 연구의 목적이 있으며, 기존에 제시된 기법과는 다른 좀 더 효율적인 접근법을 제시한다. 예제 교통망을 이용하여 제시된 모형들을 비교해본 결과, 결정적인 통행배정모형을 하위문제로 설정한 경우에는 두가지 접근법 모두 동일한 상위목적함수 값을 보여 우위를 판단할 수 없었지만, 확정적 통행배정모형으로 설정한 경우, Stackelberg게임 접근법이 Cournot-Nash게임 접근법 보다 더 우수함을 확인할 수 있었다.

Optimum Stragies for Unfavorable Situation in Red & Black

  • Ahn, Chul H;Sok, Yong-U
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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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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    • 제7권2호
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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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    • 제31권6호
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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.

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

  • 강동주;허진;문영환;정구형;김발호
    • 대한전기학회논문지:전력기술부문A
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    • 제51권12호
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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.

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

  • 김병관;임용택
    • 대한교통학회지
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    • 제28권5호
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    • pp.117-129
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    • 2010
  • 본 연구는 기존의 단일수단이 아닌 다수단 확률적 사용자 균형상태의 민감도 분석 방법을 설명한다. 다수단 교통망에서의 민감도 분석에 대한 연구의 첫 단계로 우선은 물리적으로 분리되어진 승용차 교통망과 대중교통(버스, 지하철) 교통망으로 구성된 다수단 교통망을 고려하고자 한다. 연구는 우선 승용차와 대중교통 교통망의 임의의 링크 변수에 대한 민감도 분석 방법을 정립하고 실질적인 링크 변수의 적용으로 링크용량과 대중교통 노선빈도에 대한 민감도 분석을 수행해본다. 다음으로 승용차 수단분담율과 대중교통 수단분담율에 대한 민감도 분석 방법을 정립한다. 본 연구의 결과는 경제학의 탄력성과 같이 교통시설의 운영 및 정책변화에 따른 통행자의 행태 변화와 운영 및 정책 효과를 분석해 볼 수 있는 중요한 정보가 될 수 있을 것이다. 또한 협력적 게임의 다수단 교통망 설계 문제를 구성하기 위한 중요한 도구로 활용될 수 있을 것이다.