相关论文: Optimal Impulse Control for Cyber Risk Management

This paper studies an attacker against a cyber-physical system (CPS) whose goal is to move the state of a CPS to a target state while ensuring that his or her probability of being detected does not exceed a given bound. The attacker's…

Cybersecurity is one of the most pressing technological challenges of our time and requires measures from all sectors of society. A key measure is automated security response, which enables automated mitigation and recovery from cyber…

This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…

We introduce and study a new class of optimal switching problems, namely switching problem with controlled randomisation, where some extra-randomness impacts the choice of switching modes and associated costs. We show that the optimal value…

This paper addresses the security allocation problem in a networked control system under stealthy injection attacks. The networked system is comprised of interconnected subsystems which are represented by nodes in a digraph. An adversary…

We consider the joint design of control and scheduling under stochastic Denial-of-Service (DoS) attacks in the context of networked control systems. A sensor takes measurements of the system output and forwards its dynamic state estimates…

We introduce a novel framework for computing optimal randomized security policies in networked domains which extends previous approaches in several ways. First, we extend previous linear programming techniques for Stackelberg security games…

Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

We consider a strategic network monitoring problem involving the operator of a networked system and an attacker. The operator aims to randomize the placement of multiple protected sensors to monitor and protect components that are…

Defining an optimal protection strategy against viruses, spam propagation or any other kind of contamination process is an important feature for designing new networks and architectures. In this work, we consider decentralized optimal…

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

We investigate the optimal reinsurance problem when the loss process exhibits jump clustering features and the insurance company has restricted information about the loss process. We maximize expected exponential utility of terminal wealth…

This paper address the optimal voltage control problem of distribution systems with high penetration of inverter-based renewable energy resources, under inaccurate model information. We propose the online exponential barrier method that…

Optimal control of interdependent epidemics spreading over complex networks is a critical issue. We first establish a framework to capture the coupling between two epidemics, and then analyze the system's equilibrium states by categorizing…

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

This paper proposes a framework for secure and resilient controller design for positive systems against cyber-attacks. In particular, we consider a network-controlled system where an adversary injects false data into the actuator channels…

We consider discrete-time dynamics, for cascading failure in DC networks, whose map is composition of failure rule with control actions. Supply-demand at the nodes is monotonically non-increasing under admissible control. Under the failure…

The goal of this thesis is to provide efficient and provably convergent numerical methods for solving partial differential equations (PDEs) coming from impulse control problems motivated by finance. Impulses, which are controlled jumps in a…

In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…