Quanyan Zhu
New York University
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Publication
Featured researches published by Quanyan Zhu.
ACM Computing Surveys | 2013
Mohammad Hossein Manshaei; Quanyan Zhu; Tansu Alpcan; Tamer Bacşar; Jean-Pierre Hubaux
This survey provides a structured and comprehensive overview of research on security and privacy in computer and communication networks that use game-theoretic approaches. We present a selected set of works to highlight the application of game theory in addressing different forms of security and privacy problems in computer networks and mobile applications. We organize the presented works in six main categories: security of the physical and MAC layers, security of self-organizing networks, intrusion detection systems, anonymity and privacy, economics of network security, and cryptography. In each category, we identify security problems, players, and game models. We summarize the main results of selected works, such as equilibrium analysis and security mechanism designs. In addition, we provide a discussion on the advantages, drawbacks, and future direction of using game theory in this field. In this survey, our goal is to instill in the reader an enhanced understanding of different research approaches in applying game-theoretic methods to network security. This survey can also help researchers from various fields develop game-theoretic solutions to current and emerging security problems in computer networking.
IEEE Transactions on Smart Grid | 2013
Sabita Maharjan; Quanyan Zhu; Yan Zhang; Stein Gjessing; Tamer Basar
Demand Response Management (DRM) is a key component in the smart grid to effectively reduce power generation costs and user bills. However, it has been an open issue to address the DRM problem in a network of multiple utility companies and consumers where every entity is concerned about maximizing its own benefit. In this paper, we propose a Stackelberg game between utility companies and end-users to maximize the revenue of each utility company and the payoff of each user. We derive analytical results for the Stackelberg equilibrium of the game and prove that a unique solution exists. We develop a distributed algorithm which converges to the equilibrium with only local information available for both utility companies and end-users. Though DRM helps to facilitate the reliability of power supply, the smart grid can be succeptible to privacy and security issues because of communication links between the utility companies and the consumers. We study the impact of an attacker who can manipulate the price information from the utility companies. We also propose a scheme based on the concept of shared reserve power to improve the grid reliability and ensure its dependability.
international conference on autonomic computing | 2012
Qi Zhang; Mohamed Faten Zhani; Shuo Zhang; Quanyan Zhu; Raouf Boutaba; Joseph L. Hellerstein
Data centers have recently gained significant popularity as a cost-effective platform for hosting large-scale service applications. While large data centers enjoy economies of scale by amortizing initial capital investment over large number of machines, they also incur tremendous energy cost in terms of power distribution and cooling. An effective approach for saving energy in data centers is to adjust dynamically the data center capacity by turning off unused machines. However, this dynamic capacity provisioning problem is known to be challenging as it requires a careful understanding of the resource demand characteristics as well as considerations to various cost factors, including task scheduling delay, machine reconfiguration cost and electricity price fluctuation. In this paper, we provide a control-theoretic solution to the dynamic capacity provisioning problem that minimizes the total energy cost while meeting the performance objective in terms of task scheduling delay. Specifically, we model this problem as a constrained discrete-time optimal control problem, and use Model Predictive Control (MPC) to find the optimal control policy. Through extensive analysis and simulation using real workload traces from Googles compute clusters, we show that our proposed framework can achieve significant reduction in energy cost, while maintaining an acceptable average scheduling delay for individual tasks.
utility and cloud computing | 2011
Qi Zhang; Quanyan Zhu; Raouf Boutaba
The advent of cloud computing promises to provide computational resources to customers like public utilities such as water and electricity. To deal with dynamically fluctuating resource demands, market-driven resource allocation has been proposed and recently implemented by public Infrastructure-as-a-Service (IaaS) providers like Amazon EC2. In this environment, cloud resources are offered in distinct types of virtual machines (VMs) and the cloud provider runs an auction-based market for each VM type with the goal of achieving maximum revenue over time. However, as demand for each type of VMs can fluctuate over time, it is necessary to adjust the capacity allocated to each VM type to match the demand in order to maximize total revenue while minimizing the energy cost. In this paper, we consider the case of a single cloud provider and address the question how to best match customer demand in terms of both supply and price in order to maximize the providers revenue and customer satisfactions while minimizing energy cost. In particular, we model this problem as a constrained discrete-time optimal control problem and use Model Predictive Control (MPC) to find its solution. Simulation studies using real cloud workloads indicate that under dynamic workload conditions, our proposed solution achieves higher net income than static allocation strategies and minimizes the average request waiting time.
IEEE Control Systems Magazine | 2015
Quanyan Zhu; Tamer Basar
Critical infrastructures, such as power grids and transportation systems, are increasingly using open networks for operation. The use of open networks poses many challenges for control systems. The classical design of control systems takes into account modeling uncertainties as well as physical disturbances, providing a multitude of control design methods such as robust control, adaptive control, and stochastic control. With the growing level of integration of control systems with new information technologies, modern control systems face uncertainties not only from the physical world but also from the cybercomponents of the system. The vulnerabilities of the software deployed in the new control system infrastructure will expose the control system to many potential risks and threats from attackers. Exploitation of these vulnerabilities can lead to severe damage as has been reported in various news outlets [1], [2]. More recently, it has been reported in [3] and [4] that a computer worm, Stuxnet, was spread to target Siemens supervisory control and data acquisition (SCADA) systems that are configured to control and monitor specific industrial processes.
conference on decision and control | 2011
Quanyan Zhu; Tamer Basar
The tradeoff between robustness and resilience is a pivotal design issue for modern industrial control systems. The trend of integrating information technologies into control system infrastructure has made resilience an important dimension of the critical infrastructure protection mission. It is desirable that systems support state awareness of threats and anomalies, and maintain acceptable levels of operation or service in the face of unanticipated or unprecedented incidents. In this paper, we propose a hybrid theoretical framework for robust and resilient control design in which the stochastic switching between structure states models unanticipated events and deterministic uncertainties in each structure represent the known range of disturbances. We propose a set of coupled optimality criteria for a holistic robust and resilient design for cyber-physical systems. We apply this method to a voltage regulator design problem for a synchronous machine with infinite bus and illustrate the solution methodology with numerical examples.
IEEE Transactions on Automatic Control | 2014
Hamidou Tembine; Quanyan Zhu; Tamer Basar
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics.
IEEE Journal on Selected Areas in Communications | 2013
Qi Zhang; Quanyan Zhu; Mohamed Faten Zhani; Raouf Boutaba; Joseph L. Hellerstein
Large-scale online service providers have been increasingly relying on geographically distributed cloud infrastructures for service hosting and delivery. In this context, a key challenge faced by service providers is to determine the locations where service applications should be placed such that the hosting cost is minimized while key performance requirements (e.g., response time) are ensured. Furthermore, the dynamic nature of both demand pattern and infrastructure cost favors a dynamic solution to this problem. Currently most of the existing solutions for service placement have either ignored dynamics, or provided solutions inadequate to achieve this objective. In this paper, we present a framework for dynamic service placement problems based on control- and game-theoretic models. In particular, we present a solution that optimizes the hosting cost dynamically over time according to both demand and resource price fluctuations. We further consider the case where multiple service providers compete for resources in a dynamic manner. This paper extends our previous work [1] by analyzing the outcome of the competition in terms of both price of stability and price of anarchy. Our analysis suggests that in an uncoordinated scenario where service providers behave in a selfish manner, the resulting Nash equilibrium can be arbitrarily worse than the optimal centralized solution in terms of social welfare. Based on this observation, we present a coordination mechanism that can be employed by the infrastructure provider to maximize the social welfare of the system. Finally, we demonstrate the effectiveness of our solutions using realistic simulations.
IFAC Proceedings Volumes | 2011
Hamidou Tembine; Quanyan Zhu; Tamer Basar
Abstract In this paper, we study a class of risk-sensitive mean-field stochastic differential games. Under regularity assumptions, we use results from standard risk-sensitive differential game theory to show that the mean-field value of the exponentiated cost functional coincides with the value function of a Hamilton-Jacobi-Bellman-Fleming (HJBF) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations and HJBF equations.
conference on decision and control | 2009
Quanyan Zhu; Tamer Basar
Intrusion Detection System (IDS) is an important security enforcement tool in modern networked information systems. Obtaining an optimal IDS configuration for effective detection of attacks is far from trivial. There exists a tradeoff between security enforcement levels and the performance of information systems. It is critical to configure an IDS in a dynamic and iterative fashion to balance the security overhead and system performance. In this paper, we use noncooperative game approaches to address this problem. We first build a fundamental game framework to model the zero-sum interactions between the detector and the attacker. Building on this platform, we then formulate a stochastic game model in which the transitions between system states are determined by the actions chosen by both players. An optimal policy-based configuration can be found by minimizing a discounted cost criterion, using an iterative method. In addition, we propose a Q-learning algorithm to find the optimal game values when the transitions between system states are unknown. We show the convergence of the algorithm to the optimal Q-function and illustrate the concepts by simulation.