An Adversarial Risk Analysis Framework for Batch Acceptance Problems

Author:

González-Ortega Jorge1ORCID,Soyer Refik2,Insua David Ríos34,Ruggeri Fabrizio5ORCID

Affiliation:

1. Departamento de Estadística e Investigación Operativa, Facultad de Ciencias Matemáticas, Universidad Complutense de Madrid, Madrid 28040, Spain;

2. Department of Decision Sciences, George Washington University, Washington, District of Columbia 20052;

3. School of Management, University of Shanghai for Science and Technology, Shanghai 200092, China;

4. Instituto de Ciencias Matemáticas, Consejo Superior de Investigaciones Científicas, Universidad Autónoma de Madrid, Universidad Carlos III de Madrid, Universidad Complutense de Madrid, Madrid 28049, Spain;

5. Istituto di Matematica Applicata e Tecnologie Informatiche, Consiglio Nazionale delle Ricerche, I-20133 Milano, Italy

Abstract

We provide an adversarial risk analysis framework for batch acceptance problems in which a decision maker relies exclusively on the size of the batch to accept or reject its admission to a system, albeit being aware of the presence of an opponent. The adversary acts as a data-fiddler attacker perturbing the observations perceived by the decision maker through injecting faulty items and/or modifying the existing items to faulty ones. We develop optimal policies against this combined attack strategy and illustrate the methodology with a review spam example.

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

General Decision Sciences

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