Fictitious play with time-invariant frequency update for network security

Kien C. Nguyen, Tansu Alpcan, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingConference contribution


We study two-player security games which can be viewed as sequences of nonzero-sum matrix games played by an Attacker and a Defender. The evolution of the game is based on a stochastic fictitious play process, where players do not have access to each other's payoff matrix. Each has to observe the other's actions up to present and plays the action generated based on the best response to these observations. In a regular fictitious play process, each player makes a maximum likelihood estimate of her opponent's mixed strategy, which results in a time-varying update based on the previous estimate and current action. In this paper, we explore an alternative scheme for frequency update, whose mean dynamic is instead time-invariant. We examine convergence properties of the mean dynamic of the fictitious play process with such an update scheme, and establish local stability of the equilibrium point when both players are restricted to two actions. We also propose an adaptive algorithm based on this time-invariant frequency update.

Original languageEnglish (US)
Title of host publication2010 IEEE International Conference on Control Applications, CCA 2010
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Print)9781424453627
StatePublished - 2010
Externally publishedYes

Publication series

NameProceedings of the IEEE International Conference on Control Applications

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Systems Engineering
  • General Mathematics


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