相关论文: Optimal Impulse Control for Cyber Risk Management

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

We consider a scenario where a system experiences a disruption, and the states (representing health values) of its components continue to reduce over time, unless they are acted upon by a controller. Given this dynamical setting, we…

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

This paper addresses the problem of computing optimal impedance schedules for legged locomotion tasks involving complex contact interactions. We formulate the problem of impedance regulation as a trade-off between disturbance rejection and…

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

We propose a combined global-local control approach to regulate voltage and minimize power losses in distribution networks with high integration of distributed energy resources (DERs). Local controllers embed the fast acting proportional…

This paper formulates a time-varying social-welfare maximization problem for distribution grids with distributed energy resources (DERs) and develops online distributed algorithms to identify (and track) its solutions. In the considered…

In the contemporary digital landscape, cybersecurity has become a critical issue due to the increasing frequency and sophistication of cyber attacks. This study utilizes a non-zero-sum game theoretical framework to model the strategic…

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

This paper introduces a new recursive stochastic optimal control problem driven by a forward-backward stochastic differential equations (FBSDEs), where the ter?minal time varies according to the constraints of the state of the forward…

Cyber-physical systems integrate computation, communication, and physical capabilities to interact with the physical world and humans. Besides failures of components, cyber-physical systems are prone to malicious attacks so that specific…

This paper studies the problem of defending (1D and 2D) boundaries against a large number of continuous attacks with a heterogeneous group of defenders. The defender team has perfect information of the attack events within some time (finite…

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Cybersecurity risk analysis plays an essential role in supporting organizations make effective decision about how to manage and control cybersecurity risk. Cybersecurity risk is a function of the interplay between the defender, i.e., the…

This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…

This paper proposes a game-theoretic approach to address the problem of optimal sensor placement against an adversary in uncertain networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious…

This paper is concerned with stochastic impulse control problems in which the running cost changes depending on the impulse control. Because of such a dependence, it brings several difficulties when the usual dynamic programming principle…