Related papers: Optimal Impulse Control for Cyber Risk Management
The importance of feedback control is being increasingly appreciated in quantum physics and applications. This paper describes the use of optimal control methods in the design of quantum feedback control systems, and in particular the paper…
This paper investigates the finite horizon risk-sensitive portfolio optimization in a regime-switching credit market with physical and information-induced default contagion. It is assumed that the underlying regime-switching process has…
We study an agency problem between a leader (the principal) seeking to design an optimal incentive scheme to a follower (the agent) to increase the value of a risky project subjected to accidents and volatility uncertainty. The agency…
This paper addresses the distributed optimal frequency control of power systems considering a network-preserving model with nonlinear power flows and excitation voltage dynamics. Salient features of the proposed distributed control strategy…
This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…
Internet users such as individuals and organizations are subject to different types of epidemic risks such as worms, viruses, spams, and botnets. To reduce the probability of risk, an Internet user generally invests in traditional security…
We investigate a singular-optimal stopping stochastic control problem driven by self-exciting dynamics governed by a Hawkes process. In the continuous-time setting, we show that the optimization problem reduces to solving a variational…
This paper considers the problem of security allocation in a networked control system under stealthy attacks. The system is comprised of interconnected subsystems represented by vertices. A malicious adversary selects a single vertex on…
This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…
This paper investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a…
This note addresses the problem of evaluating the impact of an attack on discrete-time nonlinear stochastic control systems. The problem is formulated as an optimal control problem with a joint chance constraint that forces the adversary to…
In this paper, we analyze the infection spreading dynamics of malware in a population of cyber nodes (i.e., computers or devices). Unlike most prior studies where nodes are reactive to infections, in our setting some nodes are active…
Cyber hygiene measures are often recommended for strengthening an organization's security posture, especially for protecting against social engineering attacks that target the human element. However, the related recommendations are…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed…
In this article, we address the problem of risk assessment of stealthy attacks on uncertain control systems. Considering data injection attacks that aim at maximizing impact while remaining undetected, we use the recently proposed…
The interconnectivity of cyber and physical systems and Internet of things has created ubiquitous concerns of cyber threats for enterprise system managers. It is common that the asset owners and enterprise network operators need to work…
We consider a susceptible-infected-susceptible (SIS) epidemic model in which a large group of individuals decide whether to adopt partially effective protection without being aware of their individual infection status. Each individual…
We investigate an optimal prevention and insurance problem in a general risk setting, where a representative agent is exposed to potential losses. The agent adopts a strategy that combines self-protection, aimed at reducing the frequency of…
Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…