Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Computational Efficiency in Multivariate Adversarial Risk Analysis
  Models   In this paper we address the computational feasibility of the class of
decision theoretic models referred to as adversarial risk analyses (ARA). These
are models where a decision must be made with consideration for how an
intelligent adversary may behave and where the decision-making process of the
adversary is unknown, and is elicited by analyzing the adversary's decision
problem using priors on his utility function and beliefs. The motivation of
this research was to develop a computational algorithm that can be applied
across a broad range of ARA models; to the best of our knowledge, no such
algorithm currently exists. Using a two-person sequential model, we
incrementally increase the size of the model and develop a simulation-based
approximation of the true optimum where an exact solution is computationally
impractical. In particular, we begin with a relatively large decision space by
considering a theoretically continuous space that must be discretized. Then, we
incrementally increase the number of strategic objectives which causes the
decision space to grow exponentially. The problem is exacerbated by the
presence of an intelligent adversary who also must solve an exponentially large
decision problem according to some unknown decision-making process.
Nevertheless, using a stylized example that can be solved analytically we show
that our algorithm not only solves large ARA models quickly but also accurately
selects to the true optimal solution. Furthermore, the algorithm is
sufficiently general that it can be applied to any ARA model with a large, yet
finite, decision space.

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The categories of this paper are: atom-ph
2
The categories of this paper are: math
13
The categories of this paper are: quant-ph
29
The categories of this paper are: funct-an
21
The categories of this paper are: adap-org
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
35
The categories of this paper are: mtrl-th
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
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The categories of this paper are: supr-con
4
The categories of this paper are: cond-mat
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The categories of this paper are: dg-ga
15
The categories of this paper are: nucl-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: q-alg