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Related papers: Systemic risk and network intervention

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This paper studies a special kind of equilibrium termed as "balanced equilibrium" which arises in the power allocation game defined in \cite{allocation}. In equilibrium, each country in antagonism has to use all of its own power to…

Computer Science and Game Theory · Computer Science 2018-03-13 Yuke Li , A. Stephen Morse

Inspired by scenarios where the strategic network design and defense or immunisation are of the central importance, Goyal et al. [3] defined a new Network Formation Game with Attack and Immunisation. The authors showed that despite the…

Computer Science and Game Theory · Computer Science 2023-02-13 Carme Àlvarez , Arnau Messegué

We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk…

Dynamical Systems · Mathematics 2021-01-19 Leonardo Massai , Giacomo Como , Fabio Fagnani

This article studies a problem of strategic network inspection, in which a defender (agency) is tasked with detecting the presence of multiple attacks in the network. An inspection strategy entails monitoring the network components,…

Computer Science and Game Theory · Computer Science 2022-05-30 Mathieu Dahan , Lina Sela , Saurabh Amin

In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…

Computer Science and Game Theory · Computer Science 2022-08-05 Joe Clanin , Sourabh Bhattacharya

In this work, we consider two types of adversarial attacks on a network of nodes seeking to reach consensus. The first type involves an adversary that is capable of breaking a specific number of links at each time instant. In the second…

Optimization and Control · Mathematics 2013-03-12 Ali Khanafer , Behrouz Touri , Tamer Başar

We study the interaction between a network designer and an adversary over a dynamical network. The network consists of nodes performing continuous-time distributed averaging. The goal of the network designer is to assist the nodes reach…

Optimization and Control · Mathematics 2013-04-02 Ali Khanafer , Behrouz Touri , Tamer Başar

We consider a strategic network monitoring problem involving the operator of a networked system and an attacker. The operator aims to randomize the placement of multiple protected sensors to monitor and protect components that are…

Optimization and Control · Mathematics 2023-04-11 Jezdimir Milosevic , Mathieu Dahan , Saurabh Amin , Henrik Sandberg

Cybersecurity risk analysis plays an essential role in supporting organizations make effective decision about how to manage and control cybersecurity risk. Cybersecurity risk is a function of the interplay between the defender, i.e., the…

Computer Science and Game Theory · Computer Science 2021-06-02 Jiali Wang , Martin Neil

We provide a framework for detecting relevant insurance companies in a systemic risk perspective. Among the alternative methodologies for measuring systemic risk, we propose a complex network approach where insurers are linked to form a…

Risk Management · Quantitative Finance 2020-11-24 Gian Paolo Clemente , Alessandra Cornaro

Defining an optimal protection strategy against viruses, spam propagation or any other kind of contamination process is an important feature for designing new networks and architectures. In this work, we consider decentralized optimal…

Systems and Control · Computer Science 2017-10-03 Stojan Trajanovski , Yezekael Hayel , Eitan Altman , Huijuan Wang , Piet Van Mieghem

In this work, we introduce a game-theoretic model that assesses the cyber-security risk of cloud networks and informs security experts on the optimal security strategies. Our approach combines game theory, combinatorial optimization, and…

Optimization and Control · Mathematics 2024-04-17 Gabriele Dragotto , Amine Boukhtouta , Andrea Lodi , Mehdi Taobane

The recent advancement in real-world critical infrastructure networks has led to an exponential growth in the use of automated devices which in turn has created new security challenges. In this paper, we study the robust and adaptive…

Computer Science and Game Theory · Computer Science 2020-11-10 Supriyo Ghosh , Patrick Jaillet

Due to the importance of robustness in many real-world optimization problems, the field of robust optimization has gained a lot of attention over the past decade. We concentrate on maximum flow problems and introduce a novel robust…

Discrete Mathematics · Computer Science 2016-01-15 Jannik Matuschke , S. Thomas McCormick , Gianpaolo Oriolo , Britta Peis , Martin Skutella

We consider any network environment in which the "best shot game" is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A…

Physics and Society · Physics 2010-02-19 L. Dall'Asta , P. Pin , A. Ramezanpour

We analyze the robustness of (pure strategy) Nash equilibria for network games against perturbations of the players' utility functions. We first derive a simple characterization of the margin of robustness, defined as the minimum magnitude…

Computer Science and Game Theory · Computer Science 2020-04-28 Laura Arditti , Giacomo Como , Fabio Fagnani , Martina Vanelli

We study the interaction between a network designer and an adversary over a dynamical network. The network consists of nodes performing continuous-time distributed averaging. The adversary strategically disconnects a set of links to prevent…

Systems and Control · Computer Science 2015-02-23 Ali Khanafer , Tamer Başar

In this paper, we investigate game-theoretic strategies for containing spreading processes on large-scale networks. Specifically, we consider the class of networked susceptible-infected-susceptible (SIS) epidemics where a large population…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Abhisek Satapathi , Ashish R. Hota

A cyber security problem in a networked system formulated as a resilient graph problem based on a game-theoretic approach is considered. The connectivity of the underlying graph of the network system is reduced by an attacker who removes…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Yurid Nugraha , Ahmet Cetinkaya , Tomohisa Hayakawa , Hideaki Ishii , Quanyan Zhu

The recently developed mean-field game models of corruption and bot-net defence in cyber-security, the evolutionary game approach to inspection and corruption, and the pressure-resistance game element, can be combined under an extended…

Optimization and Control · Mathematics 2022-05-03 Stamatios Katsikas , Vassili Kolokoltsov
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