相关论文: Optimal Impulse Control for Cyber Risk Management

This article considers the problem of risk-optimal allocation of security measures when the actuators of an uncertain control system are under attack. We consider an adversary injecting false data into the actuator channels. The attack…

In this paper we explore cyber security defence, through the unification of a novel cyber security simulator with models for (causal) decision-making through optimisation. Particular attention is paid to a recently published approach:…

This work focuses on optimal controls of a class of stochastic SIS epidemic models under regime switching. By assuming that a decision maker can either influence the infectivity period or isolate infected individuals, our aim is to minimize…

Cyber attacks continue to be a cause of concern despite advances in cyber defense techniques. Although cyber attacks cannot be fully prevented, standard decision-making frameworks typically focus on how to prevent them from succeeding,…

We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of…

Industrial Control Systems (ICSs) are widely used in critical infrastructures that face various cyberattacks causing physical damage. With the increasing integration of the ICSs and information technology (IT), ensuring the security of ICSs…

We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process. We propose a risk model with claim arrival…

The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…

The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…

In cyber-physical systems, malicious and resourceful attackers could penetrate the system through cyber means and cause significant physical damage. Consequently, detection of such attacks becomes integral towards making these systems…

We study an optimal control problem on infinite time horizon with semimartingale strategies, random coefficients and regime switching. The value function and the optimal strategy can be characterized in terms of three systems of backward…

We consider an optimal switching problem where the terminal reward depends on the entire control trajectory. We show existence of an optimal control by applying a probabilistic technique based on the concept of Snell envelopes. We then…

Active distribution networks facilitating bidirectional power exchange with renewable energy resources are susceptible to cyberattacks due to integration of a diverse array of cyber components. This study introduces a grid-level defense…

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

This paper firstly addresses the problem of risk assessment under false data injection attacks on uncertain control systems. We consider an adversary with complete system knowledge, injecting stealthy false data into an uncertain control…

In this paper, we study the robust optimal investment and risk control problem for an insurer who owns the insider information about the financial market and the insurance market under model uncertainty. Both financial risky asset process…

When investing in cyber security resources, information security managers have to follow effective decision-making strategies. We refer to this as the cyber security investment challenge. In this paper, we consider three possible…

This article studies a problem of strategic network inspection, in which a defender (agency) is tasked with detecting the presence of multiple attacks in the network. An inspection strategy entails monitoring the network components,…

Designing networked control systems that are reliable and resilient against adversarial threats, is essential for ensuring the security of cyber-physical systems. This paper addresses the communication-control co-design problem for…

The task of allocating preventative resources to a computer network in order to protect against the spread of viruses is addressed. Virus spreading dynamics are described by a linearized SIS model and protection is framed by an optimization…