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Regulation, legal liabilities, and societal concerns challenge the adoption of AI in safety and security-critical applications. One of the key concerns is that adversaries can cause harm by manipulating model predictions without being…

Machine Learning · Computer Science 2023-01-31 Jona Klemenc , Holger Trittenbach

This paper studies the performance and resilience of a cyber-physical control system (CPCS) with attack detection and reactive attack mitigation. It addresses the problem of deriving an optimal sequence of false data injection attacks that…

Cryptography and Security · Computer Science 2017-06-07 Subhash Lakshminarayana , Teo Zhan Teng , David K. Y. Yau , Rui Tan

In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of safety risk using the conditional value-at-risk and a set…

Optimization and Control · Mathematics 2018-02-23 Samantha Samuelson , Insoon Yang

Optimizing risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) of a general loss distribution is usually difficult, because 1) the loss function might lack structural properties such as convexity or…

Optimization and Control · Mathematics 2016-08-03 Helin Zhu , Joshua Hale , Enlu Zhou

We consider a liquidation problem in which a risk-averse trader tries to liquidate a fixed quantity of an asset in the presence of market impact and random price fluctuations. The trader encounters a trade-off between the transaction costs…

Trading and Market Microstructure · Quantitative Finance 2022-01-31 Seungki Min , Ciamac C. Moallemi , Costis Maglaras

This article investigates the security issue caused by false data injection attacks in distributed estimation, wherein each sensor can construct two types of residues based on local estimates and neighbor information, respectively. The…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Jiahao Huang , Marios M. Polycarpou , Wen Yang , Fangfei Li , Yang Tang

In this paper we address the problem of decision making within a Markov decision process (MDP) framework where risk and modeling errors are taken into account. Our approach is to minimize a risk-sensitive conditional-value-at-risk (CVaR)…

Artificial Intelligence · Computer Science 2015-06-09 Yinlam Chow , Aviv Tamar , Shie Mannor , Marco Pavone

Future AI deployments will likely be monitored for malicious behaviour. The ability of these AIs to subvert monitors by adversarially selecting against them - attack selection - is particularly concerning. To study this, we let a red team…

Cryptography and Security · Computer Science 2026-04-17 Joachim Schaeffer , Arjun Khandelwal , Tyler Tracy

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

This study proposes a mathematical model to optimally locate a set of detectors in such a way that the expected number of casualties in a given threat area can be minimized. Detectors may not be perfectly reliable, which is often a function…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Mohammad Marufuzzaman , Amin Aghalari , Randy Buchanan , Christina H. Rinaudo , Kayla M. Houte , Julekha H. Ranta

A risk measure that is consistent with the second-order stochastic dominance and additive for sums of independent random variables can be represented as a weighted entropic risk measure (WERM). The expected utility maximization problem with…

Mathematical Finance · Quantitative Finance 2021-12-07 Jianming Xia

We model the risk posed by a malicious cyber-attacker seeking to induce grid insecurity by means of a load redistribution attack, while explicitly acknowledging that such an actor would plausibly base its decision strategy on imperfect…

Cryptography and Security · Computer Science 2021-10-04 Efthymios Karangelos , Louis Wehenkel

This paper proposes a projection algorithm which can be employed to bound actuator signals, in terms of both magnitude and rate, for uncertain systems with redundant actuators. The investigated closed loop control system is assumed to…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Seyed Shahabaldin Tohidi , Yildiray Yildiz

Malicious softwares or malwares for short have become a major security threat. While originating in criminal behavior, their impact are also influenced by the decisions of legitimate end users. Getting agents in the Internet, and in…

Computer Science and Game Theory · Computer Science 2016-11-15 Marc Lelarge

The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axiomatic foundation. We consider a nonstandard optimal control…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Margaret P. Chapman , Michael Fauss , Kevin M. Smith

When undertaking cyber security risk assessments, we must assign numeric values to metrics to compute the final expected loss that represents the risk that an organization is exposed to due to cyber threats. Even if risk assessment is…

Computer Science and Game Theory · Computer Science 2017-12-19 Andrew Fielder , Sandra Konig , Emmanouil Panaousis , Stefan Schauer , Stefan Rass

Autonomous cyber and cyber-physical systems need to perform decision-making, learning, and control in unknown environments. Such decision-making can be sensitive to multiple factors, including modeling errors, changes in costs, and impacts…

Artificial Intelligence · Computer Science 2023-04-05 Abdullah Al Maruf , Luyao Niu , Bhaskar Ramasubramanian , Andrew Clark , Radha Poovendran

In a DDoS attack (Distributed Denial of Service), an attacker gains control of many network users through a virus. Then the controlled users send many requests to a victim, leading to its resources being depleted. DDoS attacks are hard to…

Data Structures and Algorithms · Computer Science 2022-10-14 Konstanty Junosza-Szaniawski , Dariusz Nogalski , Paweł Rzążewski

This paper proposes a risk-aware control approach to enforce safety for discrete-time nonlinear systems subject to stochastic uncertainties. We derive some useful results on the worst-case Conditional Value-at-Risk (CVaR) and define a…

Optimization and Control · Mathematics 2023-08-29 Masako Kishida

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li