A Reputation Game on Cyber-Security and Cyber-Risk Calibration

被引:2
|
作者
Han, Kookyoung [1 ]
Choi, Jin Hyuk [2 ]
机构
[1] Pusan Natl Univ, Dept Econ, Busan, South Korea
[2] Ulsan Natl Inst Sci & Technol, Dept Math Sci, Ulsan, South Korea
来源
APPLIED MATHEMATICS AND OPTIMIZATION | 2022年 / 85卷 / 02期
基金
新加坡国家研究基金会;
关键词
Stochastic control; Cyber-security; Reputation game; Bayesian learning; Optimal stopping; RADNER EQUILIBRIUM; INFORMATION; MODEL;
D O I
10.1007/s00245-022-09851-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
To analyze strategic interactions arising in the cyber-security context, we develop a new reputation game model in which an attacker can pretend to be a normal user and a defender may have to announce attack detection at a certain point of time without knowing whether he has been attacked. We show the existence and uniqueness of sequential equilibrium in Markov strategies, and explicitly characterize the players' equilibrium strategies. Using our model, we suggest empirical and theoretical ways of calibrating the attack probability, which is an important element of cyber-risks.
引用
收藏
页数:31
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