Augmented probability simulation methods for sequential games

Tahir Ekin, Roi Naveiro, David Ríos Insua, Alberto Torres-Barrán

Abstract: Highlights•A robust decision support framework for decision makers in sequential games.•Novel algorithmic solutions based on augmented probability simulation methods.•Approaches to approximate subgame perfect equilibria under complete information, assess the robustness and approximate adversarial risk analysis solutions when lacking complete information.•Illustration in a cyber-security case study.