Application of Stochastic Optimal Control, Game Theory and Information Fusion for Cyber Defense Modelling

Optimality Of Monetary And Fiscal Policies In Iran: An Application Of The Stochastic Optimal Control Theory

optimal location of passive defense facilities through game theory

in this article, a game in which terrorists and the state government are the players is considered. on the one hand, terrorists try to attack major cities and impose damages (loss in the state’s point of view), on the other hand, the state tries to reduce damages through establishing the optimal number of facilities that are also optimally located. furthermore, allocating of fixed facilities in...

optimality of monetary and fiscal policies in iran: an application of the stochastic optimal control theory

Stochastic optimal control theory

Control theory is a mathematical description of how to act optimally to gain future rewards. In this paper I give an introduction to deterministic and stochastic control theory; partial observability, learning and the combined problem of inference and control. Subsequently, I discuss a class of non-linear stochastic control problems that can be efficiently solved using a path integral. In this ...

Cyber Insider Threats Situation Awareness Using Game Theory and Information Fusion-based User Behavior Predicting Algorithm

Cyber insider threat is a difficult problem because it is always covered by a legal identity. Researchers have proposed many methods to deal with this kind of problem which are model-based, graph-based and access control-based algorithms. However, many of these methods are dependent upon traditional IDS which are impacted by false positive rate and not suitable for insider problem any more. Som...

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran