Graph Traversal in the Presence of an Adversary

Suppose a Bayesian agent seeks to traverse a graph. Each time she crosses an edge, she pays a price. The first time she reaches a node, there is a payoff. She has an opponent who can reduce the payoffs. This paper uses adversarial risk analysis (ARA) to find a solution to her route selection problem. It shows how the traveler is advantaged by having an accurate subjective distribution over the costs/payoffs and by having a Bayesian prior for her opponent's strategic choices. The results are relevant to military convoy routing, corporate competition, and certain games.