Abstract

This paper analyses the optimal strategies for one defender and two attackers in a defence-attack game, where a) the defender allocates its resource into defending against and attacking the two attackers, and b) the two attackers, after observing the action of the defender, allocate their resources into attacking and defending against the defender, on either a cooperative or non-cooperative basis. On a cooperative basis, for each of the defender’s given strategies, the two attackers work together to maximise the sum of their cumulative prospect values while anticipating the eight possible game outcomes. On a non-cooperative basis, for each of the defender’s given strategies, each attacker simultaneously yet independently tries to maximise their own cumulative prospect value. In both cases, the defender maximises its cumulative prospect value while anticipating the attackers’ actions. Backward induction is employed to obtain the optimal defence and attack strategies for all scenarios. Numerical examples are performed to illustrate the applications of the strategies. In general, we find two opposing effects considering the attackers’ strategies and analyse the alteration of strategies for the participants under two different risk preferences: risk-averse and risk seeking. The reasons for the alteration are also performed to illustrate the practical applications.

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