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We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas…

Physics and Society · Physics 2017-04-12 Thomas R. Hurd , James P. Gleeson , Sergey Melnik

This paper introduces a framework to capture previously intractable optimization constraints and transform them to a mixed-integer linear program, through the use of neural networks. We encode the feasible space of optimization problems…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Ilgiz Murzakhanov , Andreas Venzke , George S. Misyris , Spyros Chatzivasileiadis

The increasing prevalence of security attacks on software-intensive systems calls for new, effective methods for detecting and responding to these attacks. As one promising approach, game theory provides analytical tools for modeling the…

Software Engineering · Computer Science 2021-12-15 Mingyue Zhang , Nianyu Li , Sridhar Adepu , Eunsuk Kang , Zhi Jin

This paper studies the problem of defending (1D and 2D) boundaries against a large number of continuous attacks with a heterogeneous group of defenders. The defender team has perfect information of the attack events within some time (finite…

Robotics · Computer Science 2023-02-21 Si Wei Feng , Jingjin Yu

Security games model the confrontation between a defender protecting a set of targets and an attacker who tries to capture them. A variant of these games assumes security interdependence between targets, facilitating contagion of an attack.…

Social and Information Networks · Computer Science 2019-12-17 Marcin Waniek , Tomasz P. Michalak , Aamena Alshamsi

As interconnected systems proliferate, safeguarding complex infrastructures against an escalating array of cyber threats has become an urgent challenge. The increasing number of vulnerabilities, combined with resource constraints, makes…

Cryptography and Security · Computer Science 2025-02-18 Yuning Jiang , Nay Oo , Qiaoran Meng , Hoon Wei Lim , Biplab Sikdar

We present a resource-planning game for cyber-security of networked control systems (NCS). The NCS is assumed to be operating in closed-loop using a linear state-feedback $\mathcal{H}_2$ controller. A zero-sum, two-player Stackelberg game…

Optimization and Control · Mathematics 2022-08-26 Pratishtha Shukla , Lu An , Aranya Chakrabortty , Alexandra Duel-Hallen

When investing in cyber security resources, information security managers have to follow effective decision-making strategies. We refer to this as the cyber security investment challenge. In this paper, we consider three possible…

Computer Science and Game Theory · Computer Science 2015-02-20 Andrew Fielder , Emmanouil Panaousis , Pasquale Malacaria , Chris Hankin , Fabrizio Smeraldi

This paper studies the problem of optimally allocating a cash injection into a financial system in distress. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the…

Risk Management · Quantitative Finance 2014-12-18 Zhang Li , Xiaojun Lin , Borja Peleato-Inarrea , Ilya Pollak

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

Securing dynamic networks against adversarial actions is challenging because of the need to anticipate and counter strategic disruptions by adversarial entities within complex network structures. Traditional game-theoretic models, while…

Computational Complexity · Computer Science 2023-12-21 Dhananjay Raju , Georgios Bakirtzis , Ufuk Topcu

Many defensive measures in cyber security are still dominated by heuristics, catalogs of standard procedures, and best practices. Considering the case of data backup strategies, we aim towards mathematically modeling the underlying threat…

Cryptography and Security · Computer Science 2021-02-15 Pascal Debus , Nicolas Müller , Konstantin Böttinger

Despite numerous countermeasures proposed by practitioners and researchers, remote control-flow alteration of programs with memory-safety vulnerabilities continues to be a realistic threat. Guaranteeing that complex software is completely…

Cryptography and Security · Computer Science 2017-02-20 Martín Ochoa , Sebastian Banescu , Cynthia Disenfeld , Gilles Barthe , Vijay Ganesh

Modeling and analyzing security of networked systems is an important problem in the emerging Science of Security and has been under active investigation. In this paper, we propose a new approach towards tackling the problem. Our approach is…

Cryptography and Security · Computer Science 2016-03-29 Gaofeng Da , Maochao Xu , Shouhuai Xu

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…

Optimization and Control · Mathematics 2025-10-08 Ruimeng Hu , Daniel Ralston , Xu Yang , Haosheng Zhou

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

In this work, we present a distributed framework based on the graph algorithm for computing control invariant set for nonlinear cascade systems. The proposed algorithm exploits the structure of the interconnections within a process network.…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Benjamin Decardi-Nelson , Jinfeng Liu

We study the incentives that agents have to invest in costly protection against cascading failures in networked systems. Applications include vaccination, computer security and airport security. Agents are connected through a network and…

Physics and Society · Physics 2017-06-06 Matt V. Leduc , Ruslan Momot

Diffusion on complex networks is often modeled as a stochastic process. Yet, recent work on strategic diffusion emphasizes the decision power of agents and treats diffusion as a strategic problem. Here we study the computational aspects of…

Computational Complexity · Computer Science 2020-01-31 Marcin Waniek , Khaled Elbassioni , Flavio L. Pinheiro , Cesar A. Hidalgo , Aamena Alshamsi

The incremental diffusion of machine learning algorithms in supporting cybersecurity is creating novel defensive opportunities but also new types of risks. Multiple researches have shown that machine learning methods are vulnerable to…

Cryptography and Security · Computer Science 2021-06-18 Giovanni Apruzzese , Mauro Andreolini , Luca Ferretti , Mirco Marchetti , Michele Colajanni