A Linear Quadratic Differential Game Approach to Dynamic Contract Design for Systemic Cyber Risk Management under Asymmetric Information
暂无分享,去创建一个
[1] M. R. James,et al. Partially Observed Differential Games, Infinite-Dimensional Hamilton--Jacobi--Isaacs Equations, and Nonlinear $H_\infty$ Control , 1996 .
[2] A. Lo,et al. A Survey of Systemic Risk Analytics , 2012 .
[3] T. Başar,et al. Asymptotic solutions to weakly coupled stochastic teams with nonclassical information , 1992 .
[4] Quanyan Zhu,et al. Security as a Service for Cloud-Enabled Internet of Controlled Things Under Advanced Persistent Threats: A Contract Design Approach , 2017, IEEE Transactions on Information Forensics and Security.
[5] Ioannis Karatzas,et al. Brownian Motion and Stochastic Calculus , 1987 .
[6] H. Kushner. Numerical Methods for Stochastic Control Problems in Continuous Time , 2000 .
[7] X. Zhou,et al. Stochastic Controls: Hamiltonian Systems and HJB Equations , 1999 .
[8] Todd P. Coleman,et al. An Optimizer's Approach to Stochastic Control Problems With Nonclassical Information Structures , 2013, IEEE Transactions on Automatic Control.
[9] Kevin Jones,et al. A review of cyber security risk assessment methods for SCADA systems , 2016, Comput. Secur..
[10] Yuliy Sannikov. A Continuous-Time Version of the Principal-Agent , 2005 .
[11] S.,et al. Risk-Sensitive Control and Dynamic Games for Partially Observed Discrete-Time Nonlinear Systems , 1994 .
[12] Quanyan Zhu,et al. A Bi-Level Game Approach to Attack-Aware Cyber Insurance of Computer Networks , 2017, IEEE Journal on Selected Areas in Communications.
[13] Shlomo Zilberstein,et al. Dynamic Programming for Partially Observable Stochastic Games , 2004, AAAI.
[14] Quanyan Zhu,et al. Security investment under cognitive constraints: A Gestalt Nash equilibrium approach , 2018, 2018 52nd Annual Conference on Information Sciences and Systems (CISS).
[15] Quanyan Zhu,et al. Optimal Contract Design Under Asymmetric Information for Cloud-Enabled Internet of Controlled Things , 2016, GameSec.
[16] Ilya Segal,et al. An Efficient Dynamic Mechanism , 2013 .
[17] T. Başar,et al. Stochastic Teams with Nonclassical Information Revisited: When is an Affine Law Optimal? , 1986, 1986 American Control Conference.
[18] Alex Gershkov,et al. Dynamic Allocation and Pricing: A Mechanism Design Approach , 2014 .
[19] J. Rochet,et al. Large risks, limited liability, and dynamic moral hazard , 2010 .
[20] Heinz Schättler,et al. The First-Order Approach to the Continuous-Time Principal-Agent Problem with Exponential Utility , 1993 .
[21] David Hutchison,et al. A survey of cyber security management in industrial control systems , 2015, Int. J. Crit. Infrastructure Prot..