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This paper studies the problem of performing a sequence of optimal interventions in a causal dynamical system where both the target variable of interest and the inputs evolve over time. This problem arises in a variety of domains e.g.…

Machine Learning · Statistics 2021-10-27 Virginia Aglietti , Neil Dhir , Javier González , Theodoros Damoulas

As cyber-attacks show to be more and more complex and coordinated, cyber-defenders strategy through multi-agent approaches could be key to tackle against cyber-attacks as close as entry points in a networked system. This paper presents a…

Artificial Intelligence · Computer Science 2025-06-06 Julien Soulé , Jean-Paul Jamont , Michel Occello , Paul Théron , Louis-Marie Traonouez

This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…

Machine Learning · Statistics 2020-05-27 Virginia Aglietti , Xiaoyu Lu , Andrei Paleyes , Javier González

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

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

Distributed multi-agent optimization (DMAO) enables the scalable control and coordination of a large population of edge resources in complex multi-agent environments. Despite its great scalability, DMAO is prone to cyber attacks as it…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Mahan FakouriFard , Mingxi Liu

Discovering optimal designs through sequential data collection is essential in many real-world applications. While Bayesian Optimization (BO) has achieved remarkable success in this setting, growing attention has recently turned to…

Machine Learning · Computer Science 2026-04-22 Chih-Yu Chang , Qiyuan Chen , Tianhan Gao , David Fenning , Chinedum Okwudire , Neil Dasgupta , Wei Lu , Raed Al Kontar

This paper proposes a game-theoretic method to address the problem of optimal detector placement in a networked control system under cyber-attacks. The networked control system is composed of interconnected agents where each agent is…

Systems and Control · Electrical Eng. & Systems 2023-12-05 Anh Tung Nguyen , Sribalaji C. Anand , André M. H. Teixeira , Alexander Medvedev

In Causal Bayesian Optimization (CBO), an agent intervenes on an unknown structural causal model to maximize a downstream reward variable. In this paper, we consider the generalization where other agents or external events also intervene on…

Machine Learning · Computer Science 2023-08-02 Scott Sussex , Pier Giuseppe Sessa , Anastasiia Makarova , Andreas Krause

Autonomous Cyber Operations (ACO) involves the development of blue team (defender) and red team (attacker) decision-making agents in adversarial scenarios. To support the application of machine learning algorithms to solve this problem, and…

Cryptography and Security · Computer Science 2021-08-23 Maxwell Standen , Martin Lucas , David Bowman , Toby J. Richer , Junae Kim , Damian Marriott

An analytical approach for a dynamic cyber-security problem that captures progressive attacks to a computer network is presented. We formulate the dynamic security problem from the defender's point of view as a supervisory control problem…

Systems and Control · Computer Science 2014-09-12 Mohammad Rasouli , Erik Miehling , Demosthenis Teneketzis

We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…

Methodology · Statistics 2025-12-30 Courtney Kyger , James Fernandez , John A. Grunenwald , James Braun , Annie Booth

We propose constrained causal Bayesian optimization (cCBO), an approach for finding interventions in a known causal graph that optimize a target variable under some constraints. cCBO first reduces the search space by exploiting the graph…

Machine Learning · Statistics 2023-06-14 Virginia Aglietti , Alan Malek , Ira Ktena , Silvia Chiappa

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Hossein Nejatbakhsh Esfahani , Kai Liu , Javad Mohammadpour Velni

Maximizing a target variable as an operational objective within a structural causal model is a fundamental problem. Causal Bayesian Optimization (CBO) approaches typically achieve this either by performing interventions that modify the…

Machine Learning · Computer Science 2026-02-02 Shaogang Ren , Zihao Wang , Yuzhou Chen , Xiaoning Qian

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

Recently, reinforcement and deep reinforcement learning (RL/DRL) have been applied to develop autonomous agents for cyber network operations(CyOps), where the agents are trained in a representative environment using RL and particularly DRL…

Cryptography and Security · Computer Science 2023-09-12 Li Li , Jean-Pierre S. El Rami , Ryan Kerr , Adrian Taylor , Grant Vandenberghe

Mobile networks require safe optimization to adapt to changing conditions in traffic demand and signal transmission quality, in addition to improving service performance metrics. With the increasing complexity of emerging mobile networks,…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Alina Castell Blasco , Maxime Bouton

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

We propose Discrete Consensus-Based Optimization (DCBO), a fully discrete version of the Consensus-Based Optimization (CBO) framework. DCBO is a multi-agent method for the global optimization of possibly non-convex and non-differentiable…

Optimization and Control · Mathematics 2024-04-17 Junhyeok Byeon , Seung-Yeal Ha , Joong-Ho Won
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