73.6SYApr 2
Stochastic Control for Organ Donations: A ReviewXingyu Ren, Michael C. Fu, Steven I. Marcus
We review the literature on individual patient organ acceptance decision making by presenting a Markov Decision Process (MDP) model to formulate the organ acceptance decision process as a stochastic control problem. Under the umbrella of the MDP framework, we classify and summarize the major research streams and contributions. In particular, we focus on control limit-type policies, which are shown to be optimal under certain conditions and easy to implement in practice. Finally, we briefly discuss open problems and directions for future research.
74.7SYApr 2
Sensitivity analysis for stopping criteria with application to organ transplantationsXingyu Ren, Michael C. Fu, Steven I. Marcus
We consider a stopping problem and its application to the decision-making process regarding the optimal timing of organ transplantation for individual patients. At each decision period, the patient state is inspected and a decision is made whether to transplant. If the organ is transplanted, the process terminates; otherwise, the process continues until a transplant happens or the patient dies. Under suitable conditions, we show that there exists a control limit optimal policy. We propose a smoothed perturbation analysis (SPA) estimator for the gradient of the total expected discounted reward with respect to the control limit. Moreover, we show that the SPA estimator is asymptotically unbiased.
SYSep 2, 2021
Resilience to Denial-of-Service and Integrity Attacks: A Structured Systems ApproachBhaskar Ramasubramanian, M. A. Rajan, M. Girish Chandra et al.
The resilience of cyberphysical systems to denial-of-service (DoS) and integrity attacks is studied in this paper. The cyberphysical system is modeled as a linear structured system, and its resilience to an attack is interpreted in a graph theoretical framework. The structural resilience of the system is characterized in terms of unmatched vertices in maximum matchings of the bipartite graph and connected components of directed graph representations of the system under attack. We first present conditions for the system to be resilient to DoS attacks when an adversary may block access or turn off certain inputs to the system. We extend this analysis to characterize resilience of the system when an adversary might additionally have the ability to affect the implementation of state-feedback control strategies. This is termed an integrity attack. We establish conditions under which a system that is structurally resilient to a DoS attack will also be resilient to a certain class of integrity attacks. Finally, we formulate an extension to the case of switched linear systems, and derive conditions for such systems to be structurally resilient to a DoS attack.
SYMar 16, 2019
Notions of Centralized and Decentralized Opacity in Linear SystemsBhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
We formulate notions of opacity for cyberphysical systems modeled as discrete-time linear time-invariant systems. A set of secret states is $k$-ISO with respect to a set of nonsecret states if, starting from these sets at time $0$, the outputs at time $k$ are indistinguishable to an adversarial observer. Necessary and sufficient conditions to ensure that a secret specification is $k$-ISO are established in terms of sets of reachable states. We also show how to adapt techniques for computing under-approximations and over-approximations of the set of reachable states of dynamical systems in order to soundly approximate k-ISO. Further, we provide a condition for output controllability, if $k$-ISO holds, and show that the converse holds under an additional assumption. We extend the theory of opacity for single-adversary systems to the case of multiple adversaries and develop several notions of decentralized opacity. We study the following scenarios: i) the presence or lack of a centralized coordinator, and ii) the presence or absence of collusion among adversaries. In the case of colluding adversaries, we derive a condition for nonopacity that depends on the structure of the directed graph representing the communication between adversaries. Finally, we relax the condition that the outputs be indistinguishable and define a notion of $ε$-opacity, and also provide an extension to the case of nonlinear systems.
OCAug 8, 2018
Random directions stochastic approximation with deterministic perturbationsPrashanth L A, Shalabh Bhatnagar, Nirav Bhavsar et al.
We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order algorithms to incorporate deterministic perturbations. We show that the gradient and/or Hessian estimates in the resulting algorithms with deterministic perturbations are asymptotically unbiased, so that the algorithms are provably convergent. Furthermore, we derive convergence rates to establish the superiority of the first-order and second-order algorithms, for the special case of a convex and quadratic optimization problem, respectively. Numerical experiments are used to validate the theoretical results.