Computer virus propagation modelled as a stochastic differential game
The propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics. One optimizer tries to maximize the expected value of a cost function with quadratic control costs, while the other one wants to minim...
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| Format: | Article |
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Accademia Peloritana dei Pericolanti
2020-05-01
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| Series: | Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| Online Access: |
http://dx.doi.org/10.1478/AAPP.981A3
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doaj-c7ac95d237544b24b71c3f50312680ea |
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Article |
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doaj-c7ac95d237544b24b71c3f50312680ea2020-11-25T02:15:09ZengAccademia Peloritana dei PericolantiAtti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali0365-03591825-12422020-05-01981A310.1478/AAPP.981A3AAPP.981A3Computer virus propagation modelled as a stochastic differential gameMario LefebvreThe propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics. One optimizer tries to maximize the expected value of a cost function with quadratic control costs, while the other one wants to minimize this expected value. A particular problem is solved explicitly by making use of the method of similarity solutions to obtain the solution to the partial differential equation satisfied by the value function, subject to the appropriate conditions. http://dx.doi.org/10.1478/AAPP.981A3 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Mario Lefebvre |
| spellingShingle |
Mario Lefebvre Computer virus propagation modelled as a stochastic differential game Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| author_facet |
Mario Lefebvre |
| author_sort |
Mario Lefebvre |
| title |
Computer virus propagation modelled as a stochastic differential game |
| title_short |
Computer virus propagation modelled as a stochastic differential game |
| title_full |
Computer virus propagation modelled as a stochastic differential game |
| title_fullStr |
Computer virus propagation modelled as a stochastic differential game |
| title_full_unstemmed |
Computer virus propagation modelled as a stochastic differential game |
| title_sort |
computer virus propagation modelled as a stochastic differential game |
| publisher |
Accademia Peloritana dei Pericolanti |
| series |
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| issn |
0365-0359 1825-1242 |
| publishDate |
2020-05-01 |
| description |
The propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics. One optimizer tries to maximize the expected value of a cost function with quadratic control costs, while the other one wants to minimize this expected value. A particular problem is solved explicitly by making use of the method of similarity solutions to obtain the solution to the partial differential equation satisfied by the value function, subject to the appropriate conditions. |
| url |
http://dx.doi.org/10.1478/AAPP.981A3
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AT mariolefebvre computerviruspropagationmodelledasastochasticdifferentialgame |
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1724897505882144768 |