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Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…

Machine Learning · Statistics 2021-11-12 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$…

Machine Learning · Computer Science 2018-06-20 Alon Cohen , Avinatan Hassidim , Tomer Koren , Nevena Lazic , Yishay Mansour , Kunal Talwar

This paper considers the problem of simultaneous sensor fault detection, isolation, and networked estimation of linear full-rank dynamical systems. The proposed networked estimation is a variant of single time-scale protocol and is based on…

Systems and Control · Electrical Eng. & Systems 2020-09-28 Mohammadreza Doostmohammadian , Nader Meskin

As an effective method to protect the daily access to sensitive data against malicious attacks, the audit mechanism has been widely deployed in various practical fields. In order to examine security vulnerabilities and prevent the leakage…

Computer Science and Game Theory · Computer Science 2022-04-27 Jianan Chen , Qin Hu , Honglu Jiang

We consider the problem of estimating the state of a time-invariant linear Gaussian system in the presence of integrity attacks. The attacker can compromise $p$ out of $m$ sensors, the set of which is fixed over time and unknown to the…

Systems and Control · Electrical Eng. & Systems 2021-06-08 Zishuo Li , Yilin Mo

We describe defense mechanisms designed to detect sophisticated grid attacks involving both physical actions (including load modification) and sensor output alteration, with the latter performed in a sparse manner and also so as to take…

Optimization and Control · Mathematics 2020-07-22 Daniel Bienstock , Mauro Escobar

We study timely status updates of a real-time system in an adversarial setting. The system samples a physical process, and sends the samples from the source (e.g., a sensor) to the destination (e.g, a control center) through a channel. For…

Information Theory · Computer Science 2018-03-12 Yuanzhang Xiao , Yin Sun

We consider a security problem for interconnected systems governed by linear, discrete, time-invariant, stochastic dynamics, where the objective is to detect exogenous attacks by processing the measurements at different locations. We…

Optimization and Control · Mathematics 2019-03-26 Rajasekhar Anguluri , Vaibhav Katewa , Fabio Pasqualetti

We present a novel algorithm for game-theoretic trajectory planning, tailored for settings in which agents can only observe one another in specific regions of the state space. Such problems arise naturally in the context of multi-robot…

Multiagent Systems · Computer Science 2024-06-18 Kushagra Gupta , David Fridovich-Keil

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

Systems and Control · Computer Science 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

Herein, design of false data injection attack on a distributed cyber-physical system is considered. A stochastic process with linear dynamics and Gaussian noise is measured by multiple agent nodes, each equipped with multiple sensors. The…

Systems and Control · Electrical Eng. & Systems 2020-02-06 Moulik Choraria , Arpan Chattopadhyay , Urbashi Mitra , Erik Strom

This paper investigates bounds on the estimation error of a linear system affected by norm-bounded disturbances and full sensor attacks. The system is equipped with a detector that evaluates the norm of the innovation signal to detect…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Axel Stafström , Daniel Arnström , Adam Miksits , David Umsonst

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

The development of new techniques to improve measurements is crucial for all sciences. By employing quantum systems as sensors to probe some physical property of interest allows the application of quantum resources, such as coherent…

Quantum Physics · Physics 2019-05-15 G. H. Aguilar , M. A. de Souza , R. M. Gomes , J. Thompson , M. Gu , L. C. Céleri , S. P. Walborn

This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

Optimization and Control · Mathematics 2025-08-29 Yu Si , Jingtao Shi

We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…

Computer Science and Game Theory · Computer Science 2017-03-23 Juba Ziani , Venkat Chandrasekaran , Katrina Ligett

We consider a zero-sum inspection game, in which a defender positions detectors across a critical system to detect multiple attacks caused by an attacker. We assume that detection is imperfect, and each detector location is associated with…

Computer Science and Game Theory · Computer Science 2025-10-14 Bastián Bahamondes , Mathieu Dahan

The adoption of reinforcement learning for critical infrastructure defense introduces a vulnerability where sophisticated attackers can strategically exploit the defense algorithm's learning dynamics. While prior work addresses this…

Computer Science and Game Theory · Computer Science 2025-12-05 Yuksel Arslantas , Ahmed Said Donmez , Ege Yuceel , Muhammed O. Sayin

This paper considers dynamic (multi-stage) signaling games involving an encoder and a decoder who have subjective models on the cost functions. We consider both Nash (simultaneous-move) and Stackelberg (leader-follower) equilibria of…

Optimization and Control · Mathematics 2020-03-11 Serkan Sarıtaş , Serdar Yüksel , Sinan Gezici

This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide…

Optimization and Control · Mathematics 2024-03-28 Xiangyu Cui , Jianjun Gao , Lingjie Kong