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The rise of the new generation of cyber threats demands more sophisticated and intelligent cyber defense solutions equipped with autonomous agents capable of learning to make decisions without the knowledge of human experts. Several…

Cryptography and Security · Computer Science 2021-11-30 Hooman Alavizadeh , Julian Jang-Jaccard , Hootan Alavizadeh

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

In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…

Machine Learning · Computer Science 2019-07-11 Xu Zhu

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

A Tree Markov Decision Problem (T-MDP) is a finite-horizon MDP with a starting state $s_{1}$, in which every state is reachable from $s_{1}$ through exactly one state-action trajectory. T-MDPs arise naturally as abstractions of decision…

Artificial Intelligence · Computer Science 2026-05-07 Anvay Shah , Ramsundar Anandanarayanan , Sharayu Moharir , Shivaram Kalyanakrishnan

The increasing instances of advanced attacks call for a new defense paradigm that is active, autonomous, and adaptive, named as the \texttt{`3A'} defense paradigm. This chapter introduces three defense schemes that actively interact with…

Cryptography and Security · Computer Science 2019-07-03 Linan Huang , Quanyan Zhu

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

This paper considers two important problems -- on the supply-side and demand-side respectively and studies both in a unified framework. On the supply side, we study the problem of energy sharing among microgrids with the goal of maximizing…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Diddigi Raghuram Bharadwaj , Sai Koti Reddy Danda , Krishnasuri Narayanam , Shalabh Bhatnagar

Over the years, most research towards defenses against adversarial attacks on machine learning models has been in the image recognition domain. The ML-based malware detection domain has received less attention despite its importance.…

Machine Learning · Computer Science 2023-04-25 Aqib Rashid , Jose Such

The multi-agent reinforcement learning systems (MARL) based on the Markov decision process (MDP) have emerged in many critical applications. To improve the robustness/defense of MARL systems against adversarial attacks, the study of various…

Multiagent Systems · Computer Science 2024-02-01 Ziqing Lu , Guanlin Liu , Lifeng Lai , Weiyu Xu

In this paper, we propose a reinforcement learning algorithm to solve a multi-agent Markov decision process (MMDP). The goal, inspired by Blackwell's Approachability Theorem, is to lower the time average cost of each agent to below a…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Keshav P. Keval , Vivek S. Borkar

The existing network attack and defense method can be regarded as game, but most of the game only involves network domain, not multiple domain cyberspace. To address this challenge, this paper proposed a multiple domain cyberspace attack…

Artificial Intelligence · Computer Science 2022-05-24 Lei Zhang , Yu Pan , Yi Liu , Qibin Zheng , Zhisong Pan

In real-life scenarios, a Reinforcement Learning (RL) agent aiming to maximise their reward, must often also behave in a safe manner, including at training time. Thus, much attention in recent years has been given to Safe RL, where an agent…

Machine Learning · Statistics 2025-03-26 Edwin Hamel-De le Court , Francesco Belardinelli , Alexander W. Goodall

The processing and storage of critical data in large-scale cloud networks necessitate the need for scalable security solutions. It has been shown that deploying all possible security measures incurs a cost on performance by using up…

Artificial Intelligence · Computer Science 2019-03-01 Ankur Chowdhary , Sailik Sengupta , Dijiang Huang , Subbarao Kambhampati

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

This paper introduces a quantum framework for addressing reinforcement learning (RL) tasks, grounded in the quantum principles and leveraging a fully quantum model of the classical Markov decision process (MDP). By employing quantum…

Quantum Physics · Physics 2026-04-23 Thet Htar Su , Shaswot Shresthamali , Masaaki Kondo

Reinforcement learning (RL) has been demonstrated suitable to develop agents that play complex games with human-level performance. However, it is not understood how to effectively use RL to perform cybersecurity tasks. To develop such…

Cryptography and Security · Computer Science 2021-03-16 Andres Molina-Markham , Cory Miniter , Becky Powell , Ahmad Ridley

A honeynet is a promising active cyber defense mechanism. It reveals the fundamental Indicators of Compromise (IoCs) by luring attackers to conduct adversarial behaviors in a controlled and monitored environment. The active interaction at…

Cryptography and Security · Computer Science 2019-11-12 Linan Huang , Quanyan Zhu

We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…

Machine Learning · Computer Science 2018-10-24 Devavrat Shah , Qiaomin Xie