A game theoretic approach to cyber security risk management

Of Threats and Costs: A Game-Theoretic Approach to Security Risk Management

Security is one of the main concerns in current telecommunication networks: the service providers and individual users have to protect themselves against attacks, and to this end a careful analysis of their optimal strategies is of essential importance. Indeed, attackers and defenders are typically agents trying strategically to design the most important damages and the most secure use of the r...

Out-Learning Attackers: A Game Theoretic Approach to Cyber Defense

Game-theoretic approach to risk-sensitive benchmarked asset management

In this article we consider a game theoretic approach to the Risk-Sensitive Benchmarked Asset Management problem (RSBAM) of Davis and Lleo [6]. In particular, we consider a stochastic differential game between two players, namely, the investor who has a power utility while the second player represents the market which tries to minimize the expected payoff of the investor. The market does this b...

Defending Cyber Terrorism - A Game Theoretic Modeling Approach

In this work we attempt to develop a game theoretic model that can indicate the nuances of strategic investments in the face of possible cyber terrorist attacks. First, we briefly review the literature on terrorism. Second, we identify the „cyber‟ factors in terrorism, and how this new mode of attack alters the general scenario. Then, beginning with a naïve counter terrorism model, we increment...

Resource Management: A Game Theoretic Approach

My research focuses on the intersection of computer systems, algorithmic game theory, and economic mechanism design. My interdisciplinary work has introduced computer architects to a rich body of knowledge in economics and game theory. My dissertation marks the beginning of a paradigm shift in computer architecture toward more robust, game-theoretic analysis of shared systems. As a result, my w...