Appendix (Paper #3961)
3 Proof of Theorem 3
A Proofs
A.1 Proof of Theorem 2
Proof. Given x, we first show that conditions (3a)-(3c) are
satisfied. By Eq.(4), we have:
x
ř ř ř
lPAs fs0 ,l “ lPAs P ps0 qxs0 ,l “ lPAs xs0 ,l “ 1,
0 0 0
which is Eq.(3a). By Eq.(2c), P psq “ lPAs xs,l P x psq
x will converge with V ps0 q “ Ud px, yq with a finite number
ř
p@s P SzS T q. Moreover, by Eq.(1), @s P Szpts0 u Y S T q,
ř x 1
ř x
s1 PSzS T :sPSs1 ,ls P ps qxs ,l “ lPAs P psqxs,l .
1 s
Further, by Eq.(4), @s P Szpts0 u Y S T q,
ř ř
s1 PSzS T :sPSs1 ,ls fs ,l “ lPAs fs,l ,
1 s
which is Eq.(3b). Obviously, Eq.(3c) is obtained from
Eqs.(1), (2d) and (4). For each o P O,
Ud px, oq “ sPS c :hs Ďo P x psq
ř
“ sPS c :hs Ďo s1 PSzS T :sPSs1 ,ls P x ps1 qxs1 ,ls
ř ř
ř ř
“ sPS c :hs Ďo s1 PSzS T :sPSs1 ,ls fs1 ,ls ,
“Ud pf , oq.
Therefore, @x, Df defined by Eq.(4) such that Ud px, oq “
Ud pf , oq @o P O.
Given f , we define x in Eq. (5). Obviously, P x psqxs,l “
fs,l , and then Ud pf , oq “ Ud px, oq. Therefore, @f , Dx defined
by Eq. (5) such that Ud pf , oq “ Ud px, oq @o P O.
A.2 Proof of Lemma 1
Proof. Denote that MDP* includes all states and actions in
GpS, Aq, and its optimal policy is π ‹ . We prove this lem-
‹
ma by proving V π ps0 q “ V π ps0 q. Note that V psq repre-
sents the probability of catching the adversary starting from
s. Therefore, we prove that for each state s with V π psq ą 0,
‹ finally. Note that we assume the initial state s0 to be safe to
V π psq “ V π psq.
MDP of IGRS has two kinds of states that are differen-
t from the states in MDP*. 1). For the temporary escape
‹
state s R S e , V π psq “ V π psq “ 0, i.e., the probability
of catching the adversary starting from state s is 0 because
no resources at state s have a chance to interdict the support
paths of y generating hs . 2). Some states include only a part
of actions in the MDP and ignore some of them. However,
each ignored action has an equivalent action included in the
MDP. For example, at state s, resource 1 does not have ac-
tions having a chance to interdict the support paths of y, but
resource 2 has action v having a chance to interdict one of
them, then l1 “ pvs1 , vq and l2 “ pv2 , vq (v2 is a neighbor of
vs1 ) will give the defender the same utility because the action
of resource 1 does not influence the probability of catching
the adversary after state s. Consequently, for any such state
‹
s with V psq ą 0, V π psq “ V π psq. In addition, obviously,
if state s has the same action
‹
set in the MDP and MDP* with
V π psq ą 0, V π psq “ V π psq.
A.
Proof. Note that V ps0 q is the defender utility by the best re-
sponse against y in GpS, Aq by Lemma 1. Then V ps0 q ě
Ud px, yq ě 0. If V ps0 q ą Ud px, yq, π, i.e., the output at
Line 4, must contain some states s with V psq ą 0 or their
actions that are not in GpS 1 , A1 q. Consequently, new states
and actions will be added to GpS 1 , A1 q, and then GpS 1 , A1 q is
expanded. In the worst case, GpS 1 , A1 q “ GpS, Aq, where
IGRS will stop and V ps0 q “ Ud px, yq. Therefore, IGRS
of steps because the number of states and actions in GpS, Aq
is finite. Therefore, Ud px, yq ě Ud px1 , yq p@x1 q. Note that,
Ua px, yq ě Ua px, y1 q p@y1 q. Then px, yq is an NE.
A.4 Proof of Theorem 4
Proof. We prove with the assumption that the defender has
a single resource r, and the proof can be easily extended to
the case with multiple resources. Note that, if there initially
exits an exit node ve such that distpv0a , ve q ă distpv0r , ve q,
the adversary can escape to the external world by following
the shortest path to ve and defender cannot capture the ad-
versary regardless of the policy adopted. Thus, to verify the
correctness of Theorem 4, we only consider the game starting
from a “safe” initial state s0 . That is, we call a state s a safe
state if distpvsa , ve q ě distpvsr , ve q holds for any exit node
ve , where vsa and vsr are the locations of the adversary and the
defender at state s respectively. For a state that is not safe, the
adversary will escape for sure in the worst case.
Now we present our key statemen- 𝒗𝒆
𝒗𝒂𝒔
t to prove Theorem 4 as follows. 𝒗𝒇
W.l.o.g., let all the exit nodes be at
the same horizontal border, such as 𝒓
tve , vf , vg u in the right figure. For 𝒗𝒔
any safe state s where vsr is at the
same border with all exit nodes, there
exits a deterministic policy π on- 𝒗𝒈
wards such that all the states reached
by following π are safe states, until a capture state is reached
avoid trivial results. That is, there always exists a determinis-
tic policy ensuring the capture of the adversary which, obvi-
ously, is optimal. Theorem 4 is finally concluded by showing
that π is a feasible solution in the restricted NEST generated
by HGRS.
Several observations can be easily verified. We say node
v “ pi, jq is above v 1 “ pi1 , j 1 q if i ă i1 , and under v 1 when
i ą i1 . v and v 1 are called to be at the same side of v 2 when
they both are above v 2 or under v 2 .
Observation 1: There exists no pair of exit nodes ve
and vg such that, for any location vsa not on the border,
distpvsa , ve q “ distpvsr , ve q and meanwhile distpvsa , vg q “
distpvsr , vg q.
Observation 2: The exit node ve and location vsa (not on the
border) must be at the same side of vsr when distpvsa , ve q “
distpvsr , ve q.
Observation 3: If exit node ve and location vsa (not on
the border) are at different sides of vsr with distpvsa , ve q ě
distpvsr , ve q, then distpvsa , ve q ´ distpvsr , ve q ě 2.
 Based on these observations, π is defined as follows. At s-
tate s, if there exists no exit node ve such that distpvsa , ve q “
distpvsr , ve q, the resource r just stays unmoved; Otherwise,
according to Observation 1, there is one unique ve satis-
fies that equality and the defender will move towards ve . As
one can easily verify, π only takes an action in the restrict-
ed set A1s generated in HGRS, and thus is a feasible solu-
tion. We then show the optimality of π in the sense that if
s is safe, the next state s1 reached is also safe following π.
This trivially holds if there exits no exit node ve such that
distpvsa , ve q “ distpvsr , ve q. When such exit node exists,
it is enough for us to prove that distpvsa1 , vq ě distpvsr1 , vq
holds for any exit node v and any possible location vsa1 . We
use the wrapped figure to help the illustration. Suppose ve is
above vsr , according to Observation 2, vsa is also above vsr .
Observation 3 secures the exit nodes (e.g., vg in the figure)
under vsr since both players can only move one step further.
For any exit node (e.g., vf in the figure) above vsr , we have
distpvsr1 , vf q “ distpvsr , vf q ´ 1, and then distpvsa1 , vf q ě
distpvsr1 , vf q still holds. Thus, the safety of the state will be
ensured following π and the optimality of HGRS is conclud-
ed.

B An Example About the Action Generation

of HGRS
Consider the example 14 15 16 17 18
in the right figure. a
The set of exit nodes 9 10 11 12 13
is V e “ t1, 2, 4, 5u.
The interdiction n-
odes set is V int “ 6 7 8
t1, . . . , 8, 10, 11, 12u
and then the min-
node-cut nodes set is 1 2 3 4 5
V m “ t10, 12u. There-
fore, the key nodes set d
is V c “ V e Y V m “ t1, 2, 4, 5, 10, 12u. Consider the state
s shown in the figure where the defender is at node 3 and
the adversary is spotted at node 16 trying to reach any exit
nodes through any possible paths. Since for any key node
in V c , it takes more time steps for the adversary to reach
than defender, we only consider the action of staying at s,
i.e., A1s “ t3u. Suppose that we now observe the adversary
at node 7. To secure exits 1 and 5, which are both two steps
away from the defender and adversary, two actions need to
be considered, i.e., moving to 2 and 4. Thus, A1s “ t2, 3, 4u.