We study decentralized protection strategies against Susceptible-Infected-Susceptible (SIS) epidemics on networks. We consider a population game framework where nodes choose whether or not to vaccinate themselves, and the epidemic risk is defined as the infection probability at the endemic state of the epidemic under a degree-based mean-field approximation. Motivated by studies in behavioral economics showing that humans perceive probabilities and risks in a nonlinear fashion, we specifically examine the impacts of such misperceptions on the Nash equilibrium protection strategies. We first establish the existence and uniqueness of a threshold equilibrium where nodes with degrees larger than a certain threshold vaccinate. When the vaccination cost is sufficiently high, we show that behavioral biases cause fewer players to vaccinate, and vice versa. We quantify this effect for a class of networks with power-law degree distributions by proving tight bounds on the ratio of equilibrium thresholds under behavioral and true perceptions of probabilities. We further characterize the socially optimal vaccination policy and investigate the inefficiency of Nash equilibrium. tions of steady-state behavior [13,14], centralized protection strategies to control the spreading processes [15,4], and network designs that are resilient against the epidemic [16,17]; see [18,2] for recent reviews. While centralized protection strategies are not practical for large-scale networked systems, decentralized and game-theoretic protection strategies against network epidemics have been relatively less explored [18,2].

We consider a class of interdependent security games on networks where each node chooses a personal level of security investment. The attack probability experienced by a node is a function of her own investment and the investment by her neighbors in the network. Most of the existing work in these settings considers players who are risk-neutral. In contrast, studies in behavioral decision theory have shown that individuals often deviate from risk-neutral behavior while making decisions under uncertainty. In particular, the true probabilities associated with uncertain outcomes are often transformed into perceived probabilities in a highly nonlinear fashion by the users, which then influence their decisions. In this paper, we investigate the effects of such behavioral probability weightings by the nodes on their optimal investment strategies and the resulting security risk profiles that arise at the Nash equilibria of interdependent network security games. We characterize graph topologies that achieve the largest and smallest worst case average attack probabilities at Nash equilibria in Total Effort games, and equilibrium investments in Weakest Link and Best Shot games.

We study a common-pool resource game where the resource experiences failure with a probability that grows with the aggregate investment in the resource. To capture decision making under such uncertainty, we model each player's risk preference according to the value function from prospect theory. We show the existence and uniqueness of a pure Nash equilibrium when the players have heterogeneous risk preferences and under certain assumptions on the rate of return and failure probability of the resource. Greater competition, vis-a-vis the number of players, increases the failure probability at the Nash equilibrium; we quantify this effect by obtaining bounds on the ratio of the failure probability at the Nash equilibrium to the failure probability under investment by a single user. We further show that heterogeneity in attitudes towards loss aversion leads to higher failure probability of the resource at the equilibrium.

We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The chance constraint is then required to hold for all distributions that are close to the empirical distribution constructed from the samples (where the distance between two distributions is defined via the Wasserstein metric). We first reformulate DRCCPs under data-driven Wasserstein ambiguity sets and a general class of constraint functions. When the feasibility set of the chance constraint program is replaced by its convex inner approximation, we present a convex reformulation of the program and show its tractability when the constraint function is affine in both the decision variable and the uncertainty. For constraint functions concave in the uncertainty, we show that a cuttingsurface algorithm converges to an approximate solution of the convex inner approximation of DRCCPs. Finally, for constraint functions convex in the uncertainty, we compare the feasibility set with other sample-based approaches for chance constrained programs.