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Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological,…

Mathematical Physics · Physics 2013-06-14 John Goutsias , Garrett Jenkinson

Defenders are overwhelmed by the number and scale of attacks against their networks.This problem will only be exacerbated as attackers leverage artificial intelligence to automate their workflows. We propose a path to autonomous cyber…

Cryptography and Security · Computer Science 2024-04-18 Sean Oesch , Phillipe Austria , Amul Chaulagain , Brian Weber , Cory Watson , Matthew Dixson , Amir Sadovnik

Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…

Cryptography and Security · Computer Science 2022-08-02 Lisa Oakley , Alina Oprea , Stavros Tripakis

This paper provides an efficient computational scheme to handle general security games from an adversarial risk analysis perspective. Two cases in relation to single-stage and multi-stage simultaneous defend-attack games motivate our…

Computer Science and Game Theory · Computer Science 2025-06-04 Jose Manuel Camacho , Roi Naveiro , David Rios Insua

In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to…

Computational Finance · Quantitative Finance 2016-03-10 Feng-Hui Yu , Wai-Ki Ching , Jia-Wen Gu , Tak-Kuen Siu

Time-series models typically assume untainted and legitimate streams of data. However, a self-interested adversary may have incentive to corrupt this data, thereby altering a decision maker's inference. Within the broader field of…

Cryptography and Security · Computer Science 2024-02-22 William N. Caballero , Jose Manuel Camacho , Tahir Ekin , Roi Naveiro

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

In the contemporary digital landscape, cybersecurity has become a critical issue due to the increasing frequency and sophistication of cyber attacks. This study utilizes a non-zero-sum game theoretical framework to model the strategic…

Computer Science and Game Theory · Computer Science 2025-05-23 Dongyoung Park , Gaby G. Dagher

In this paper, we study the problem of assessing the effectiveness of a proactive defense-by-detection policy with a network-based moving target defense. We model the network system using a probabilistic attack graph--a graphical security…

Cryptography and Security · Computer Science 2020-07-10 Zhentian Qian , Jie Fu , Quanyan Zhu

With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Adrien Banse , Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo , Raphaël M. Jungers

In this paper, we investigate a special class of stochastic Markov processes, known as Glauber dynamics. Markov processes are importance, for example, in the study of complex systems. For this, we present the basic theory of Glauber…

Statistical Mechanics · Physics 2014-02-28 Vilardo da Silva Junior , Alexsandro M. Carvalho

The field of cybersecurity has mostly been a cat-and-mouse game with the discovery of new attacks leading the way. To take away an attacker's advantage of reconnaissance, researchers have proposed proactive defense methods such as Moving…

Computer Science and Game Theory · Computer Science 2020-07-22 Sailik Sengupta , Subbarao Kambhampati

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

Cyber threats affect all kinds of organisations. Risk analysis is an essential methodology for cybersecurity as it allows organisations to deal with the cyber threats potentially affecting them, prioritise the defence of their assets and…

Cryptography and Security · Computer Science 2019-03-20 David Rios Insua , Aitor Couce Vieira , Jose Antonio Rubio , Wolter Pieters , Katsiaryna Labunets , Daniel Garcia Rasines

Cyber-physical systems integrate computation, communication, and physical capabilities to interact with the physical world and humans. Besides failures of components, cyber-physical systems are prone to malignant attacks, and specific…

Optimization and Control · Mathematics 2012-03-13 Fabio Pasqualetti , Florian Dörfler , Francesco Bullo

In this chapter, we present an approach using formal methods to synthesize reactive defense strategy in a cyber network, equipped with a set of decoy systems. We first generalize formal graphical security models--attack graphs--to…

Cryptography and Security · Computer Science 2020-08-10 Abhishek N. Kulkarni , Jie Fu

We empirically evaluate whether AI systems are more effective at attacking or defending in cybersecurity. Using CAI (Cybersecurity AI)'s parallel execution framework, we deployed autonomous agents in 23 Attack/Defense CTF battlegrounds.…

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

Probability · Mathematics 2017-09-27 Ivo Adan , Johan van Leeuwaarden , Jori Selen

Solving cybersecurity issues requires a holistic understanding of components, factors, structures and their interactions in cyberspace, but conventional modeling approaches view the field of cybersecurity by their boundaries so that we are…

Cryptography and Security · Computer Science 2020-01-17 Dingyu Yan

We propose and investigate a discrete-time mean field game model involving risk-averse agents. The model under study is a coupled system of dynamic programming equations with a Kolmogorov equation. The agents' risk aversion is modeled by…

Optimization and Control · Mathematics 2020-12-29 J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer
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