相关论文: Optimal Impulse Control for Cyber Risk Management

Many defensive measures in cyber security are still dominated by heuristics, catalogs of standard procedures, and best practices. Considering the case of data backup strategies, we aim towards mathematically modeling the underlying threat…

We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on…

This paper studies finite-time optimal consumption-investment problems with power, logarithmic and exponential utilities, in a regime switching market with random coefficients, subject to coupled constraints on the consumption and…

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

We study the efficacy of strategies aimed at controlling the spread of deception-based cyber-threats unfolding on online social networks. We model directed and temporal interactions between users using a family of activity-driven networks…

Based on a point of view that solvency and security are first, this paper considers regular-singular stochastic optimal control problem of a large insurance company facing positive transaction cost asked by reinsurer under solvency…

This paper is concerned with the optimal allocation of detection resources (sensors) to mitigate multi-stage attacks, in the presence of the defender's uncertainty in the attacker's intention. We model the attack planning problem using a…

Optimized certainty equivalents (OCEs) is a family of risk measures widely used by both practitioners and academics. This is mostly due to its tractability and the fact that it encompasses important examples, including entropic risk…

We study the optimal investment stopping problem in both continuous and discrete case, where the investor needs to choose the optimal trading strategy and optimal stopping time concurrently to maximize the expected utility of terminal…

The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…

We consider joint control of a switchable capacitor and a D-STATCOM for voltage regulation in a distribution circuit with intermittent load. The control problem is formulated as a two-timescale optimal power flow problem with chance…

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Network diversity has been widely recognized as an effective defense strategy to mitigate the spread of malware. Optimally diversifying network resources can improve the resilience of a network against malware propagation. This work…

We study the optimal design of stealthy attacks against partially observed linear control systems. We first propose a novel likelihood-based detection mechanism derived from the innovation process, based on which we quantify stealthiness…

This paper studies attackers with control objectives against cyber-physical systems (CPS). The system is equipped with its own controller and attack detector, and the goal of the attacker is to move the system to a target state while…

This paper studies the performance and resilience of a linear cyber-physical control system (CPCS) with attack detection and reactive attack mitigation in the context of power grids. It addresses the problem of deriving an optimal sequence…

In the state-of-the-art literature on cryptography and control theory, there has been no systematic methodology of constructing cyber-physical systems that can achieve desired control performance while being protected against eavesdropping…

This paper is concerned with the well-posedness and optimal control problem of a reaction-diffusion system for an epidemic Susceptible-Infected-Recovered-Susceptible (SIRS) mathematical model in which the dynamics develops in a spatially…

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…