相关论文: Optimal Impulse Control for Cyber Risk Management

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

In many network systems, events at one node trigger further activity at other nodes, e.g., social media users reacting to each other's posts or the clustering of criminal activity in urban environments. These systems are typically referred…

We model the risk posed by a malicious cyber-attacker seeking to induce grid insecurity by means of a load redistribution attack, while explicitly acknowledging that such an actor would plausibly base its decision strategy on imperfect…

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

We consider an impulse control problem in infinite horizon applied with switching technology. We suppose that the firm decides at certain moments (impulse moments) to switch technology, leading to a jump of the firm value. We show that the…

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

We study the problem of minimizing the (time) average security costs in large networks/systems comprising many interdependent subsystems, where the state evolution is captured by a susceptible-infected-susceptible (SIS) model. The security…

Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…

In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…

We present a strategy for designing fast methods of response to cyber attacks and infection spread on complex weighted networks. In these networks, nodes can be interpreted as primitive elements of the system, and weighted edges reflect the…

Load side participation can provide support to the power network by appropriately adapting the demand when required. In addition, it enables an economically improved power allocation. In this study, we consider the problem of providing an…

Cyber Essentials (CE) comprise a set of controls designed to protect organisations, irrespective of their size, against cyber attacks. The controls are firewalls, secure configuration, user access control, malware protection & security…

In a DDoS attack (Distributed Denial of Service), an attacker gains control of many network users through a virus. Then the controlled users send many requests to a victim, leading to its resources being depleted. DDoS attacks are hard to…

All the financial practitioners are working in incomplete markets full of unhedgeable risk-factors. Making the situation worse, they are only equipped with the imperfect information on the relevant processes. In addition to the market risk,…

We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…

An autonomous and resilient controller is proposed for leader-follower multi-agent systems under uncertainties and cyber-physical attacks. The leader is assumed non-autonomous with a nonzero control input, which allows changing the team…

Controlled islanding effectively mitigates cascading failures by partitioning the power system into a set of disjoint islands. In this paper, we study the controlled islanding problem of a power system under disturbances introduced by a…

Intrusion Detection Systems (IDSs) are becoming essential to protecting modern information infrastructures. The effectiveness of an IDS is directly related to the computational resources at its disposal. However, it is difficult to…

This paper studies a strategic security problem in networked control systems under stealthy false data injection attacks. The security problem is modeled as a bilateral cognitive security game between a defender and an adversary, each…

We introduce a dynamic optimization framework to analyze optimal portfolio allocations within an information driven contagious distress model. The investor allocates his wealth across several stocks whose growth rates and distress…