Resilient and Distributed Discrete Optimal Transport with Deceptive Adversary: A Game-Theoretic Approach (2106.07455v1)

Abstract: Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan lacks resiliency to an adversary. To address this concern, we establish an OT framework that explicitly accounts for the adversarial and stealthy manipulation of participating nodes in the network during the transport strategy design. Specifically, we propose a game-theoretic approach to capture the strategic interactions between the transport planner and the deceptive attacker. We analyze the properties of the established two-person zero-sum game thoroughly. We further develop a fully distributed algorithm to compute the optimal resilient transport strategies, and show the convergence of the algorithm to a saddle-point equilibrium. Finally, we demonstrate the effectiveness of the designed algorithm using case studies.