A Cost-Benefit Approach to Risk Analysis : Merging Analytical Hierarchy Process with Game Theory

• Main Author: Karlsson, Dennie
• Format: Others
• Language: English
• Published: Luleå tekniska universitet, Institutionen för system- och rymdteknik 2018
• Subjects: Analytical Hierarchy Process; Game Theory; Bayesian Nash Equilibrium; Risk Analysis; Cost-Benefit Analysis; Knapsack Problem; Computer and Information Sciences; Data- och informationsvetenskap
• Online Access: http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-67796

In this study cost-benefits problems concerning the knapsack problem of limited resources is studied and how this relates to an attacker perspective when choosing defense strategies. This is accomplished by adopting a cost-benefit method and merging it with game theory. The cost-benefit method chosen for this study is the Analytical Hierarchy Process and from the field of game theory the Bayesian Nash Equilibrium is used. The Analytical Hierarchy Process allows the user to determine internally comparable weights between elements, and to bring in a security dimension to the Analytical Hierarchy Process a sub category consisting of confidentiality, integrity and availability is used. To determine the attacker strategy and, in effect, determine the best defense strategy the Bayesian Nash Equilibrium is used.