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Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…

Machine Learning · Computer Science 2021-05-10 Baiming Chen , Mengdi Xu , Liang Li , Ding Zhao

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

Machine Learning · Computer Science 2022-01-20 Amber Srivastava , Srinivasa M Salapaka

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

Portfolio traders strive to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon. This study proposes a novel portfolio trading strategy in which an intelligent…

Portfolio Management · Quantitative Finance 2019-12-02 Hyungjun Park , Min Kyu Sim , Dong Gu Choi

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

As the number and complexity of malware attacks continue to increase, there is an urgent need for effective malware detection systems. While deep learning models are effective at detecting malware, they are vulnerable to adversarial…

Cryptography and Security · Computer Science 2023-12-18 Mahesh Datta Sai Ponnuru , Likhitha Amasala , Tanu Sree Bhimavarapu , Guna Chaitanya Garikipati

Software Defined Networking (SDN) enables flexible and scalable network control and management. However, it also introduces new vulnerabilities that can be exploited by attackers. In particular, low-rate and slow or stealthy…

Networking and Internet Architecture · Computer Science 2019-09-05 Trung V. Phan , T M Rayhan Gias , Syed Tasnimul Islam , Truong Thu Huong , Nguyen Huu Thanh , Thomas Bauschert

In this work, we model Moving Target Defence (MTD) as a partially observable stochastic game between an attacker and a defender. The attacker tries to compromise the system through probing actions, while the defender minimizes the risk by…

Computer Science and Game Theory · Computer Science 2025-08-26 Mandar Datar , Yann Dujardin

The quantum internet is one of the frontiers of quantum information science research. It will revolutionize the way we communicate and do other tasks, and it will allow for tasks that are not possible using the current, classical internet.…

Quantum Physics · Physics 2023-11-17 Sumeet Khatri

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…

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

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

Moving target defense has emerged as a critical paradigm of protecting a vulnerable system against persistent and stealthy attacks. To protect a system, a defender proactively changes the system configurations to limit the exposure of…

Computer Science and Game Theory · Computer Science 2020-02-25 Henger Li , Wen Shen , Zizhan Zheng

In this paper, we consider a Markov decision process (MDP), where the ego agent has a nominal objective to pursue while needs to hide its state from detection by an adversary. After formulating the problem, we first propose a value…

Systems and Control · Electrical Eng. & Systems 2019-08-22 Nan Li , Ilya Kolmanovsky , Anouck Girard

Engineering system design, viewed as a decision-making process, faces challenges due to complexity and uncertainty. In this paper, we present a framework proposing the use of the Deep Q-learning algorithm to optimize the design of…

Machine Learning · Computer Science 2024-01-01 Ramin Giahi , Cameron A. MacKenzie , Reyhaneh Bijari

This paper presents DeepStage, a deep reinforcement learning (DRL) framework for adaptive and stage-aware defense against Advanced Persistent Threats (APTs). The enterprise environment is formulated as a partially observable Markov decision…

Cryptography and Security · Computer Science 2026-05-05 Trung V. Phan , Tri Gia Nguyen , Thomas Bauschert

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Shielding is a common method used to guarantee the safety of a system under a black-box controller, such as a neural network controller from deep reinforcement learning (DRL), with simpler, verified controllers. Existing shielding methods…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Robert Reed , Morteza Lahijanian

As the number of cyber-attacks is increasing, cybersecurity is evolving to a key concern for any business. Artificial Intelligence (AI) and Machine Learning (ML) (in particular Deep Learning - DL) can be leveraged as key enabling…

Cryptography and Security · Computer Science 2020-12-08 Mayra Macas , Chunming Wu

The modernization of power grid infrastructures necessitates the incorporation of decision support systems to effectively mitigate cybersecurity threats. This paper presents a comprehensive framework based on integrating Attack-Defense…

Cryptography and Security · Computer Science 2025-01-13 Omer Sen , Yanico Aust , Martin Neumuller , Immanuel Hacker , Andreas Ulbig
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