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This study investigates an optimal investment problem for an insurance company operating under the Cramer-Lundberg risk model, where investments are made in both a risky asset and a risk-free asset. In contrast to other literature that…

Mathematical Finance · Quantitative Finance 2024-06-25 J. Cerda-Hernandez , A. Sikov , A. Ramos

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

In machine learning (ML) security, attacks like evasion, model stealing or membership inference are generally studied in individually. Previous work has also shown a relationship between some attacks and decision function curvature of the…

Cryptography and Security · Computer Science 2020-12-01 Kathrin Grosse , Michael T. Smith , Michael Backes

Intrusion Detection Systems (IDSs) are becoming essential to protecting modern information infrastructures. The effectiveness of an IDS is directly related to the computational resources at its disposal. However, it is difficult to…

Computer Science and Game Theory · Computer Science 2011-10-11 Quanyan Zhu , Tamer Basar

We develop investment approaches to secure electric power systems against load attacks where a malicious intruder (the attacker) covertly changes reactive power setpoints of loads to push the grid towards voltage instability while the…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Lu An , Pratishtha Shukla , Aranya Chakrabortty , Alexandra Duel-Hallen

We propose a novel clustering mechanism based on an incompatibility property between subsets of data that emerges during model training. This mechanism partitions the dataset into subsets that generalize only to themselves, i.e., training…

Machine Learning · Computer Science 2023-04-28 Charles Jin , Melinda Sun , Martin Rinard

In this paper we describe an algorithm for predicting the websites at risk in a long range hacking activity, while jointly inferring the provenance and evolution of vulnerabilities on websites over continuous time. Specifically, we use…

Applications · Statistics 2016-11-23 Ziqi Liu , Alexander J. Smola , Kyle Soska , Yu-Xiang Wang , Qinghua Zheng

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

Optimization and Control · Mathematics 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

Deep neural networks have been shown to suffer from critical vulnerabilities under adversarial attacks. This phenomenon stimulated the creation of different attack and defense strategies similar to those adopted in cyberspace security. The…

Cryptography and Security · Computer Science 2021-05-07 Ruoxi Qin , Linyuan Wang , Xingyuan Chen , Xuehui Du , Bin Yan

This paper addresses the security allocation problem within networked control systems, which consist of multiple interconnected control systems under the influence of two opposing agents: a defender and a malicious adversary. The adversary…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Anh Tung Nguyen , Andreas Hertzberg , André MH Teixeira

This paper presents a novel Collaborative Cyberattack Detection (CCD) system aimed at enhancing the security of blockchain-based data-sharing networks by addressing the complex challenges associated with noise addition in federated learning…

Cryptography and Security · Computer Science 2024-09-10 Tran Viet Khoa , Mohammad Abu Alsheikh , Yibeltal Alem , Dinh Thai Hoang

This manuscript presents a comprehensive analysis of predictive modeling optimization in managed Wi-Fi networks through the integration of clustering algorithms and model evaluation techniques. The study addresses the challenges of…

Signal Processing · Electrical Eng. & Systems 2026-03-24 Gianluca Fontanesi , Luca Barbieri , Lorenzo Galati Giordano , Alfonso Fernandez Duran , Thorsten Wild

In order to develop provably safe human-in-the-loop systems, accurate and precise models of human behavior must be developed. In the case of intelligent vehicles, one can imagine the need for predicting driver behavior to develop minimally…

Systems and Control · Computer Science 2017-05-03 Katherine Driggs-Campbell , Roy Dong , S. Shankar Sastry , Ruzena Bajcsy

We consider an auto-scaling technique in a cloud system where virtual machines hosted on a physical node are turned on and off depending on the queue's occupation (or thresholds), in order to minimise a global cost integrating both energy…

Optimization and Control · Mathematics 2021-07-26 Thomas Tournaire , Hind Castel-Taleb , Emmanuel Hyon

CySecTool is a tool that finds a cost-optimal security controls portfolio in a given budget for a probabilistic attack graph. A portfolio is a set of counter-measures, or controls, against vulnerabilities adopted for a computer system,…

Cryptography and Security · Computer Science 2022-04-26 Przemysław Buczkowski , Pasquale Malacaria , Chris Hankin , Andrew Fielder

We consider the problem of adaptively monitoring a wildfire front using a mobile agent (e.g., a drone), whose trajectory determines where sensor data is collected and thus influences the accuracy of fire propagation estimation. This is a…

Cyber-attacks can occur at machine speeds that are far too fast for human-in-the-loop (or sometimes on-the-loop) decision making to be a viable option. Although human inputs are still important, a defensive Artificial Intelligence (AI)…

Artificial Intelligence · Computer Science 2020-02-24 Lashon B. Booker , Scott A. Musman

This paper addresses the issue of data injection attacks on control systems. We consider attacks which aim at maximizing system disruption while staying undetected in the finite horizon. The maximum possible disruption caused by such…

Optimization and Control · Mathematics 2022-02-07 Sribalaji C. Anand , André M. H. Teixeira

This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by both of signal attacks and switching attacks. The problem is formulated as the joint…

Optimization and Control · Mathematics 2017-05-09 Hunmin Kim , Pinyao Guo , Minghui Zhu , Peng Liu

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…

Optimization and Control · Mathematics 2026-02-06 Isabel Agostino , Thibaut Mastrolia