相关论文: Systemic risk and network intervention

We investigate an SIR model of epidemic propagation on networks in the context of mean-field games. In a real epidemic, individuals adjust their behavior depending on the epidemic level and the impact it might have on them in the future.…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

We introduce a class of robust control problems formulated in min-max form, in which the principal agent is viewed as a central planner facing Nature. The agent's cost is a nonlinear function of all its possible realizations, encompassing…

Strategic network formation arises where agents receive benefit from connections to other agents, but also incur costs for forming links. We consider a new network formation game that incorporates an adversarial attack, as well as…

A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…

Network connectivity plays an important role in the information exchange between different agents in the multi-level networks. In this paper, we establish a game-theoretic framework to capture the uncoordinated nature of the decision-making…

In this paper we study the optimal reinforcement of an elastic membrane, fixed at its boundary, by means of a network (connected onedimensional structure), that has to be found in a suitable admissible class. We show the existence of an…

We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

We construct Nash-equilibria in mean-field portfolio games of optimal investment and hedging under relative performance concerns with exponential (CARA) utility preferences. Common noise dynamics are modeled by integer-valued random…

Adversarial attacks and defenses in machine learning and deep neural network have been gaining significant attention due to the rapidly growing applications of deep learning in the Internet and relevant scenarios. This survey provides a…

In this paper, we propose a game-theoretical framework to investigate advanced persistent threat problems with two types of insider threats: malicious and inadvertent. Within this framework, a unified three-player game is established and…

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…

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…

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

We study the problem of designing dynamic intervention policies for minimizing networked defaults in financial networks. Formally, we consider a dynamic version of the celebrated Eisenberg-Noe model of financial network liabilities and use…

The security game is a basic model for resource allocation in adversarial environments. Here there are two players, a defender and an attacker. The defender wants to allocate her limited resources to defend critical targets and the attacker…

We investigate the convergence properties of a continuous-time optimization method, the \textit{Mean-Field Best Response} flow, for solving convex-concave min-max games with entropy regularization. We introduce suitable Lyapunov functions…