Related papers: Optimal Impulse Control for Cyber Risk Management
We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…
In this paper we consider long-run risk sensitive average cost impulse control applied to a continuous-time Feller-Markov process. Using the probabilistic approach, we show how to get a solution to a suitable continuous-time Bellman…
Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…
The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…
In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…
We address the problem of optimal evasion in a planar endgame engagement, where a target with bounded lateral acceleration seeks to avoid interception by a missile guided by a linear feedback law. Contrary to existing approaches, that…
In large-scale networks, communication links between nodes are easily injected with false data by adversaries. This paper proposes a novel security defense strategy from the perspective of attack detection scheduling to ensure the security…
This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…
We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…
This paper deals with the gradient-based extremum seeking control (ESC) with actuation dynamics governed by distributed wave partial differential equations (PDEs). To achieve the control objective of real-time optimization for this class of…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
Selective data protection is a promising technique to defend against the data leakage attack. In this paper, we revisit technical challenges that were neglected when applying this protection to real applications. These challenges include…
This paper studies the problem of distributed optimal coordination (DOC) for a class of nonlinear large-scale cyber-physical systems (CPSs) in the presence of cyber attacks. A secure DOC architecture with attack diagnosis is proposed that…
In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per time unit does not exceed a fixed level. Moreover, we include proportional…
In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…
Measures of power grid vulnerability are often assessed by the amount of damage an adversary can exact on the network. However, the cascading impact of such attacks is often overlooked, even though cascades are one of the primary causes of…
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of processes, we construct an optimal strategy among all…
Selecting the combination of security controls that will most effectively protect a system's assets is a difficult task. If the wrong controls are selected, the system may be left vulnerable to cyber-attacks that can impact the…