相关论文: Optimal Impulse Control for Cyber Risk Management
This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…
We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
We investigate several control strategies for the transport of an excitation along a spin chain. We demonstrate that fast, high fidelity transport can be achieved using protocols designed with differentiable programming. Building on this,…
In this paper, we investigate remote state estimation against an intelligent denial-of-service (DoS) attack over a vulnerable wireless network whose channel undergoes attenuation and distortion caused by fading. We use the sensor to observe…
This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…
We consider a scenario in which a DoS attacker with the limited power resource jams a wireless network through which the packet from a sensor is sent to a remote estimator to estimate the system state. To degrade the estimation quality with…
In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…
We discuss the problem of optimal impulse control representing the preventive maintenance of a simple reparable system. The system model is governed by coupled transport and integro-differential equations in a nonreflexive Banach space. The…
We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…
We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…
The effectiveness of many optimal network control algorithms (e.g., BackPressure) relies on the premise that all of the nodes are fully controllable. However, these algorithms may yield poor performance in a partially-controllable network…
We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…
This paper considers optimal attack attention allocation on remote state estimation in multi-systems. Suppose there are $\mathtt{M}$ independent systems, each of which has a remote sensor monitoring the system and sending its local…
This paper is concerned with cost optimization of an insurance company. The surplus of the insurance company is modeled by a controlled regime switching diffusion, where the regime switching mechanism provides the fluctuations of the random…
We consider an investment problem in which an investor performs capital injections to increase the liquidity of a firm for it to maximise profit from market operations. Each time the investor performs an injection, the investor incurs a…
Herein, design of false data injection attack on a distributed cyber-physical system is considered. A stochastic process with linear dynamics and Gaussian noise is measured by multiple agent nodes, each equipped with multiple sensors. The…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
We consider an optimal control problem for a non-autonomous model of ODEs that describes the evolution of the number of customers in some firm. Namely we study the best marketing strategy. Considering a $L^2$ cost functional, we establish…
The most common approach to mitigate the impact that the presence of malicious nodes has on the accuracy of decision fusion schemes consists in observing the behavior of the nodes over a time interval T and then removing the reports of…