Game-Theoretic Approach for the Stochastic Target Guarding Problem

The Target Guarding Problem (TGP) or the Asset Defending Problem has acquired growing attention in recent years. This problem comprises of two players and a stationary target. One of the two players defends the target against the second player who tries to capture the target. In this paper, the TGP is analyzed in a game-theoretic framework and a Nash Equilibrium is derived. The Bayesian counterpart of the game, where the attacker's information is ambiguous to the defender, is studied by extending the same framework and a Bayesian Nash Equilibrium (BNE) is derived for this case. Numerical experiments are provided to illustrate the effectiveness of the BNE strategy.