Computer virus propagation modelled as a stochastic differential game
DOI:
https://doi.org/10.1478/AAPP.981A3Parole chiave:
Game theory, first-passage time, Brownian motion, partial differential equations, method of similarity solutions.Abstract
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.Dowloads
Pubblicato
2020-05-07
Fascicolo
Sezione
Articoli
Licenza
This work is licensed under a Creative Commons Attribution 4.0 International License.
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
