An Advanced Persistent Threat (APT) attacker applies multiple sophisticated methods to continuously and stealthily attack targeted cyber systems. In this paper, the interactions between an APT attacker and a cloud system defender in their allocation of the Central Processing Units (CPUs) over multiple devices are formulated as a Colonel Blotto game (CBG), which models the competition of two players under given resource constraints over multiple battlefields. The Nash equilibria (NEs) of the CBG-based APT defense game are derived for the case with symmetric players and the case with asymmetric players each with different total number of CPUs. The expected data protection level and the utility of the defender are provided for each game at the NE. An APT defense strategy based on the policy hill-climbing (PHC) algorithm is proposed for the defender to achieve the optimal CPU allocation distribution over the devices in the dynamic defense game without being aware of the APT attack model. Simulation results have verified the efficacy of our proposed algorithm, showing that both the data protection level and the utility of the defender are improved compared with the benchmark greedy allocation algorithm.