Systems & Control Letters最新文献_第6页

Finite dimensional observer design for a class of ODE-PDE systems with delayed coupling 一类时滞耦合ODE-PDE系统的有限维观测器设计

IF 2.5 3区计算机科学

Systems & Control Letters Pub Date : 2025-08-11 DOI: 10.1016/j.sysconle.2025.106213

Tarek Ahmed-Ali , Filippo Cacace

引用次数: 0

A gradient descent-ascent method for continuous-time risk-averse optimal control 连续时间风险规避最优控制的梯度下降-上升方法

IF 2.5 3区计算机科学

Systems & Control Letters Pub Date : 2025-08-02 DOI: 10.1016/j.sysconle.2025.106186

Gabriel Velho, Jean Auriol, Riccardo Bonalli

引用次数: 0

Stability and stabilization of discrete-time linear time-varying systems via Lyapunov difference equations and inequalities 离散线性时变系统的Lyapunov差分方程与不等式的稳定性与稳定化

IF 2.5 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-30 DOI: 10.1016/j.sysconle.2025.106203

Jiacheng Dong, Bin Zhou

引用次数: 0

A smooth Conley–Lyapunov function for hybrid inclusions on Rn Rn上杂化夹杂的光滑Conley-Lyapunov函数

IF 2.5 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-29 DOI: 10.1016/j.sysconle.2025.106204

Rafal K. Goebel , Andrew R. Teel

引用次数: 0

CIL: Cyber security index level of cyber-physical systems: A robust stochastic game approach using MITRE ATT&CK framework 网络物理系统的网络安全指数水平：使用MITRE攻击和ck框架的稳健随机博弈方法

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-26 DOI: 10.1016/j.sysconle.2025.106207

Zahra Azimi, Ahmad Afshar

{"title":"CIL: Cyber security index level of cyber-physical systems: A robust stochastic game approach using MITRE ATT&CK framework","authors":"Zahra Azimi, Ahmad Afshar","doi":"10.1016/j.sysconle.2025.106207","DOIUrl":"10.1016/j.sysconle.2025.106207","url":null,"abstract":"<div><div>This paper addresses the challenge of cyber security assessment in interdependent cyber-physical systems (CPS) under model uncertainty and partial observability by developing a Hybrid Zero-Sum Multi-Stage Robust Stochastic-Bayesian (HZMRS) game model. In the cyber layer, HZMRS models attack infiltration dynamics by incorporating tactics and techniques from the ICS MITRE ATT&CK framework, thereby systematically enhancing the modeling of adversarial progression. For the power network as the physical layer, HZMRS employs the Transient Energy Function (TEF) approach, instead of linear approximations and small-signal stability criteria, to effectively capture the severe transient disturbances triggered by DoS attacks. To solve the HZMRS game, we propose a Robust Accelerated Value Iteration (RAVI) algorithm that ensures robust performance against worst-case transition probabilities and employs prioritized sweeping to accelerate convergence. We also provide a proof of convergence for this algorithm. Unlike classic algorithms, RAVI is designed to handle model uncertainties arising from zero-day vulnerabilities and incomplete information about attacker capabilities. Based on the outcome of the HZMRS, we introduce a novel metric called <em>Cyber Security Index Level</em> (<span><math><mrow><mi>C</mi><mi>I</mi><mi>L</mi></mrow></math></span>), which quantifies the probability of successful physical layer intrusion after breaching the cyber layer. The proposed model is validated through simulations conducted on the IEEE 9-bus power network, considering an attack scenario adapted from the BlackEnergy v3 malware. Comparative results show that RAVI achieves successful convergence under uncertainty, and the derived security metrics offer improved reliability and practical relevance for real-world CPS applications.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106207"},"PeriodicalIF":2.1,"publicationDate":"2025-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144711583","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

PDE-based deployment of multi-agent systems with enhanced leader communication and Wentzell boundary control 基于pde的多智能体系统部署，增强了领导者通信和Wentzell边界控制

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-25 DOI: 10.1016/j.sysconle.2025.106201

Shubham Khansili, Anton Selivanov

引用次数: 0

On local stability analysis for Persidskii systems with power nonlinearities 具有功率非线性的Persidskii系统的局部稳定性分析

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-23 DOI: 10.1016/j.sysconle.2025.106205

Alexander Aleksandrov , Denis Efimov

引用次数: 0

A fast augmented Lagrangian framework and its application 一个快速增广拉格朗日框架及其应用

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-23 DOI: 10.1016/j.sysconle.2025.106196

Jing Chen , Lianyuan Cheng , Min Gan , Quanmin Zhu

引用次数: 0

Maximum principle for discrete-time control systems driven by fractional noises and related backward stochastic difference equations 分数阶噪声驱动的离散时间控制系统的极大值原理及相关的倒向随机差分方程

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-21 DOI: 10.1016/j.sysconle.2025.106202

Yuecai Han , Yuhang Li

引用次数: 0

Optimal mean–variance portfolio selection under regime-switching-induced stock price shocks 制度转换引发的股价冲击下的最优均值方差投资组合选择

IF 2.1 3区计算机科学

Systems & Control Letters Pub Date : 2025-07-17 DOI: 10.1016/j.sysconle.2025.106200

Xiaomin Shi , Zuo Quan Xu

{"title":"Optimal mean–variance portfolio selection under regime-switching-induced stock price shocks","authors":"Xiaomin Shi , Zuo Quan Xu","doi":"10.1016/j.sysconle.2025.106200","DOIUrl":"10.1016/j.sysconle.2025.106200","url":null,"abstract":"<div><div>In this paper, we investigate mean-variance (MV) portfolio selection problems with jumps in a regime-switching financial model. The novelty of our approach lies in allowing not only the market parameters — such as the interest rate, appreciation rate, volatility, and jump intensity — to depend on the market regime, but also in permitting stock prices to experience jumps when the market regime switches, in addition to the usual micro-level jumps. This modeling choice is motivated by empirical observations that stock prices often exhibit sharp declines when the market shifts from a “bullish” to a “bearish” regime, and vice versa. By employing the completion-of-squares technique, we derive the optimal portfolio strategy and the efficient frontier, both of which are characterized by three systems of multi-dimensional ordinary differential equations (ODEs). Among these, two systems are linear, while the first one is an <span><math><mi>ℓ</mi></math></span>-dimensional, fully coupled, and highly nonlinear Riccati equation. In the absence of regime-switching-induced stock price shocks, these systems reduce to simple linear ODEs. Thus, the introduction of regime-switching-induced stock price shocks adds significant complexity and challenges to our model. Additionally, we explore the MV problem under a no-shorting constraint. In this case, the corresponding Riccati equation becomes a <span><math><mrow><mn>2</mn><mi>ℓ</mi></mrow></math></span>-dimensional, fully coupled, nonlinear ODE, for which we establish solvability. The solution is then used to explicitly express the optimal portfolio and the efficient frontier.</div></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"204 ","pages":"Article 106200"},"PeriodicalIF":2.1,"publicationDate":"2025-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144653566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0