This paper addresses the problem of distributed secure state estimation a discrete-time linear dynamical system in an adversarial environment. Much recent work on this has imposed redundancy requirements measurement and communication networks for presence attacks. In paper, authors aim to relax requirement by using prior information about be estimated. A scenario where sparsity is given especia...

The purpose of this paper is to develop an explicit construction consistent utilities, using the stochastic flows approach developed in El Karoui & Mrad (2013, 2020). Starting from a family utility functions indexed by some parameter [Formula: see text] (for example, risk aversion coefficient or any other parameter), idea randomize and construct nonstandard processes. Two approaches are dev...