相关论文: Optimal Impulse Control for Cyber Risk Management

In this paper, we formulate cyber risk management and mitigation as a stochastic optimal control problem under a stochastic Susceptible-Infected-Susceptible (SIS) epidemic model. To capture the dynamics and interplay of management and…

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

We consider the problem of a dynamical network whose dynamics is subject to external perturbations (`attacks') locally applied at a subset of the network nodes. We assume that the network has an ability to defend itself against attacks with…

This paper studies the performance and resilience of a cyber-physical control system (CPCS) with attack detection and reactive attack mitigation. It addresses the problem of deriving an optimal sequence of false data injection attacks that…

Recent wide spreading of Ransomware has created new challenges for cybersecurity over large-scale networks. The densely connected networks can exacerbate the spreading and makes the containment and control of the malware more challenging.…

An analytical approach for a dynamic cyber-security problem that captures progressive attacks to a computer network is presented. We formulate the dynamic security problem from the defender's point of view as a supervisory control problem…

Cyber risk has become a critical financial threat in today's interconnected digital economy. This paper introduces a cyber-risk management framework for networked digital systems that combines the strategic behavior of players with…

We develop a continuous-time stochastic model for optimal cybersecurity investment under the threat of cyberattacks. The arrival of attacks is modeled using a Hawkes process, capturing the empirically relevant feature of clustering in…

This paper proposes a game-theoretic method to address the problem of optimal detector placement in a networked control system under cyber-attacks. The networked control system is composed of interconnected agents where each agent is…

We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…

This paper addresses the problem of distributed resilient state estimation and control for linear time-invariant systems in the presence of malicious false data injection sensor attacks and bounded noise. We consider a system operator…

Nowadays, cyber threats are considered among the most dangerous risks by top management of enterprises. One way to deal with these risks is to insure them, but cyber insurance is still quite expensive. The insurance fee can be reduced if…

In this paper, we consider the optimal controller design problem against data injection attacks on actuators for an uncertain control system. We consider attacks that aim at maximizing the attack impact while remaining stealthy in the…

We study data poisoning attacks in the online setting where training items arrive sequentially, and the attacker may perturb the current item to manipulate online learning. Importantly, the attacker has no knowledge of future training items…

We investigate the optimal reinsurance problem in a risk model with jump clustering features. This modeling framework is inspired by the concept initially proposed in Dassios and Zhao (2011), combining Hawkes and Cox processes with shot…

We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring 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…

Active cyber defense is one important defensive method for combating cyber attacks. Unlike traditional defensive methods such as firewall-based filtering and anti-malware tools, active cyber defense is based on spreading "white" or "benign"…

In this paper, we first consider a pinning node selection and control gain co-design problem for complex networks. A necessary and sufficient condition for the synchronization of the pinning controlled networks at a homogeneous state is…

In this paper, we investigate the control of a cyber-physical system (CPS) while accounting for its vulnerability to external attacks. We formulate a constrained stochastic problem with a robust constraint to ensure robust operation against…