Playing Repeated Stochastic Security Games Against Non-Stationary Attackers

This paper investigates a repeated stochastic security game against a non-stationary attacker. Most of the work to date assumes that the defender has a repeated interaction with a fixed type of attacker. In fact, the defender is more likely to encounter changing attackers in multi-round games. A defender faces an attacker whose identity is unknown. The attacker type changes stochastically over time and the defender cannot detect when these changes occur. We adopt the BPR (Bayesian Policy Reuse) algorithm to detect the switches of the attacker, and the defender could play the accurate policy correspondingly. The experiment results show that BPR algorithm could accurately detect switches and help the defender gain more utilities than the EXP3-S algorithm.