arXiv subjects

Tamer Basar

Publications and source records attributed to Tamer Basar.

At least 73 records · Page 4Linked to original sources

arXiv2015

Products of Generalized Stochastic Sarymsakov Matrices

In the set of stochastic, indecomposable, aperiodic (SIA) matrices, the class of stochastic Sarymsakov matrices is the largest known subset (i) that is closed under matrix multiplication and (ii) the infinitely long left-product of the elements from a compact subset converges to a rank-one matrix. In this paper, we show that a larger subset with these two properties can be derived by generalizing the standard definition for Sarymsakov matrices. The generalization is achieved either by introducing an "SIA index", whose value is one for Sarymsakov matrices, and then looking at those stochastic matrices with larger SIA indices, or by considering matrices that are not even SIA. Besides constructing a larger set, we give sufficient conditions for generalized Sarymsakov matrices so that their products converge to rank-one matrices. The new insight gained through studying generalized Sarymsakov matrices and their products has led to a new understanding of the existing results on consensus algorithms and will be helpful for the design of network coordination algorithms.

math.OC↗

arXiv2015

Complexity of Equilibrium in Diffusion Games on Social Networks

In this paper, we consider the competitive diffusion game, and study the existence of its pure-strategy Nash equilibrium when defined over general undirected networks. We first determine the set of pure-strategy Nash equilibria for two special but well-known classes of networks, namely the lattice and the hypercube. Characterizing the utility of the players in terms of graphical distances of their initial seed placements to other nodes in the network, we show that in general networks the decision process on the existence of pure-strategy Nash equilibrium is an NP-hard problem. Following this, we provide some necessary conditions for a given profile to be a Nash equilibrium. Furthermore, we study players' utilities in the competitive diffusion game over Erdos-Renyi random graphs and show that as the size of the network grows, the utilities of the players are highly concentrated around their expectation, and are bounded below by some threshold based on the parameters of the network. Finally, we obtain a lower bound for the maximum social welfare of the game with two players, and study sub-modularity of the players' utilities.

cs.GT↗

arXiv2015

Controllability of Formations over Time-varying Graphs

In this paper, we investigate the controllability of a class of formation control systems. Given a directed graph, we assign an agent to each of its vertices and let the edges of the graph describe the information flow in the system. We relate the strongly connected components of this graph to the reachable set of the formation control system. Moreover, we show that the formation control model is approximately path-controllable over a path-connected, open dense subset as long as the graph is weakly connected and satisfies some mild assumption on the numbers of vertices of the strongly connected components.

eess.SY↗

arXiv2015

Consensus with Linear Objective Maps

A consensus system is a linear multi-agent system in which agents communicate to reach a so-called consensus state, defined as the average of the initial states of the agents. Consider a more generalized situation in which each agent is given a positive weight and the consensus state is defined as the weighted average of the initial conditions. We characterize in this paper the weighted averages that can be evaluated in a decentralized way by agents communicating over a directed graph. Specifically, we introduce a linear function, called the objective map, that defines the desired final state as a function of the initial states of the agents. We then provide a complete answer to the question of whether there is a decentralized consensus dynamics over a given digraph which converges to the final state specified by an objective map. In particular, we characterize not only the set of objective maps that are feasible for a given digraph, but also the consensus dynamics that implements the objective map. In addition, we present a decentralized algorithm to design the consensus dynamics.

eess.SY↗

arXiv2015

Formation Control with Triangulated Laman Graphs

Formation control deals with the design of decentralized control laws that stabilize agents at prescribed distances from each other. We call any configuration that satisfies the inter-agent distance conditions a target configuration. It is well known that when the distance conditions are defined via a rigid graph, there is a finite number of target configurations modulo rotations and translations. We can thus recast the objective of formation control as stabilizing one or many of the target configurations. A major issue is that such control laws will also have equilibria corresponding to configurations which do not meet the desired inter-agent distance conditions; we refer to these as undesired equilibria. The undesired equilibria become problematic if they are also stable. Designing decentralized control laws whose stable equilibria are all target configurations in the case of a general rigid graph is still an open problem. We propose here a partial solution to this problem by exhibiting a class of rigid graphs and control laws for which all stable equilibria are target configurations.

eess.SY↗

arXiv2014

Game-Theoretic Analysis of the Hegselmann-Krause Model for Opinion Dynamics in Finite Dimensions

We consider the Hegselmann-Krause model for opinion dynamics and study the evolution of the system under various settings. We first analyze the termination time of the synchronous Hegselmann-Krause dynamics in arbitrary finite dimensions and show that the termination time in general only depends on the number of agents involved in the dynamics. To the best of our knowledge, that is the sharpest bound for the termination time of such dynamics that removes dependency of the termination time from the dimension of the ambient space. This answers an open question in [1] on how to obtain a tighter upper bound for the termination time. Furthermore, we study the asynchronous Hegselmann-Krause model from a novel game-theoretic approach and show that the evolution of an asynchronous Hegselmann-Krause model is equivalent to a sequence of best response updates in a well-designed potential game. We then provide a polynomial upper bound for the expected time and expected number of switching topologies until the dynamic reaches an arbitrarily small neighborhood of its equilibrium points, provided that the agents update uniformly at random. This is a step toward analysis of heterogeneous Hegselmann-Krause dynamics. Finally, we consider the heterogeneous Hegselmann-Krause dynamics and provide a necessary condition for the finite termination time of such dynamics. In particular, we sketch some future directions toward more detailed analysis of the heterogeneous Hegselmann-Krause model.

cs.GT↗

arXiv2014

Convergence Time for Unbiased Quantized Consensus Over Static and Dynamic Networks

In this paper, the question of expected time to convergence is addressed for unbiased quantized consensus on undirected connected graphs, and some strong results are obtained. The paper first provides a tight expression for the expected convergence time of the unbiased quantized consensus over general but fixed networks. It is shown that the maximum expected convergence time lies within a constant factor of the maximum hitting time of an appropriate lazy random walk, using the theory of harmonic functions for reversible Markov chains. Following this, and using electric resistance analogy of the reversible Markov chains, the paper provides a tight upper bound for the expected convergence time to consensus based on the parameters of the network. Moreover, the paper identifies a precise order of the maximum expected convergence time for some simple graphs such as line graph and cycle. Finally, the results are extended to bound the expected convergence time of the underlying dynamics in time-varying networks. Modeling such dynamics as the evolution of a time inhomogeneous Markov chain, the paper derives a tight upper bound for expected convergence time of the dynamics using the spectral representation of the networks. This upper bound is significantly better than earlier results for the quantized consensus problem over time-varying graphs.

eess.SY↗

arXiv2014

On the Existence of Optimal Policies for a Class of Static and Sequential Dynamic Teams

In this paper, we identify sufficient conditions under which static teams and a class of sequential dynamic teams admit team-optimal solutions. We first investigate the existence of optimal solutions in static teams where the observations of the decision makers are conditionally independent or satisfy certain regularity conditions. Building on these findings and the static reduction method of Witsenhausen, we then extend the analysis to sequential dynamic teams. In particular, we show that a large class of dynamic LQG team problems, including the vector version of the well-known Witsenhausen's counterexample and the Gaussian relay channel problem viewed as a dynamic team, admit team-optimal solutions. Results in this paper substantially broaden the class of stochastic control and team problems with non-classical information known to have optimal solutions.

eess.SY↗

arXiv2014

Common Information based Markov Perfect Equilibria for Linear-Gaussian Games with Asymmetric Information

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic information about the state process and the other controller's past actions and observations. This leads to a dynamic game of asymmetric information among the controllers. Building on our earlier work on finite games with asymmetric information, we devise an algorithm to compute a Nash equilibrium by using the common information among the controllers. We call such equilibria common information based Markov perfect equilibria of the game, which can be viewed as a refinement of Nash equilibrium in games with asymmetric information. If the players' cost functions are quadratic, then we show that under certain conditions a unique common information based Markov perfect equilibrium exists. Furthermore, this equilibrium can be computed by solving a sequence of linear equations. We also show through an example that there could be other Nash equilibria in a game of asymmetric information, not corresponding to common information based Markov perfect equilibria.

eess.SY↗

arXiv2014

Adaptive-Rate Compressive Sensing Using Side Information

We provide two novel adaptive-rate compressive sensing (CS) strategies for sparse, time-varying signals using side information. Our first method utilizes extra cross-validation measurements, and the second one exploits extra low-resolution measurements. Unlike the majority of current CS techniques, we do not assume that we know an upper bound on the number of significant coefficients that comprise the images in the video sequence. Instead, we use the side information to predict the number of significant coefficients in the signal at the next time instant. For each image in the video sequence, our techniques specify a fixed number of spatially-multiplexed CS measurements to acquire, and adjust this quantity from image to image. Our strategies are developed in the specific context of background subtraction for surveillance video, and we experimentally validate the proposed methods on real video sequences.

cs.CV↗

arXiv2013

Gaussian Sensor Networks with Adversarial Nodes

This paper studies a particular sensor network model which involves one single Gaussian source observed by many sensors, subject to additive independent Gaussian observation noise. Sensors communicate with the receiver over an additive Gaussian multiple access channel. The aim of the receiver is to reconstruct the underlying source with minimum mean squared error. The scenario of interest here is one where some of the sensors act as adversary (jammer): they strive to maximize distortion. We show that the ability of transmitter sensors to secretly agree on a random event, that is "coordination", plays a key role in the analysis. Depending on the coordination capability of sensors and the receiver, we consider two problem settings. The first setting involves transmitters with coordination capabilities in the sense that all transmitters can use identical realization of randomized encoding for each transmission. In this case, the optimal strategy for the adversary sensors also requires coordination, where they all generate the same realization of independent and identically distributed Gaussian noise. In the second setting, the transmitter sensors are restricted to use fixed, deterministic encoders and this setting, which corresponds to a Stackelberg game, does not admit a saddle-point solution. We show that the the optimal strategy for all sensors is uncoded communications where encoding functions of adversaries and transmitters are in opposite directions. For both settings, digital compression and communication is strictly suboptimal.

cs.IT↗

arXiv2013

On Optimal Jamming Over an Additive Noise Channel

This paper considers the problem of optimal zero-delay jamming over an additive noise channel. Early work had already solved this problem for a Gaussian source and channel. Building on a sequence of recent results on conditions for linearity of optimal estimation, and of optimal mappings in source-channel coding, we derive the saddle-point solution to the jamming problem for general sources and channels, without recourse to Gaussian assumptions. We show that linearity conditions play a pivotal role in jamming, in the sense that the optimal jamming strategy is to effectively force both transmitter and receiver to default to linear mappings, i.e., the jammer ensures, whenever possible, that the transmitter and receiver cannot benefit from non-linear strategies. This result is shown to subsume the known result for Gaussian source and channel. We analyze conditions and general settings where such unbeatable strategy can indeed be achieved by the jammer. Moreover, we provide the procedure to approximate optimal jamming in the remaining (source-channel) cases where the jammer cannot impose linearity on the transmitter and the receiver.

math.OC↗

arXiv2012

Risk-Sensitive Mean Field Games

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 described by 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.

math.OC↗

arXiv2012

SODEXO: A System Framework for Deployment and Exploitation of Deceptive Honeybots in Social Networks

As social networking sites such as Facebook and Twitter are becoming increasingly popular, a growing number of malicious attacks, such as phishing and malware, are exploiting them. Among these attacks, social botnets have sophisticated infrastructure that leverages compromised users accounts, known as bots, to automate the creation of new social networking accounts for spamming and malware propagation. Traditional defense mechanisms are often passive and reactive to non-zero-day attacks. In this paper, we adopt a proactive approach for enhancing security in social networks by infiltrating botnets with honeybots. We propose an integrated system named SODEXO which can be interfaced with social networking sites for creating deceptive honeybots and leveraging them for gaining information from botnets. We establish a Stackelberg game framework to capture strategic interactions between honeybots and botnets, and use quantitative methods to understand the tradeoffs of honeybots for their deployment and exploitation in social networks. We design a protection and alert system that integrates both microscopic and macroscopic models of honeybots and optimally determines the security strategies for honeybots. We corroborate the proposed mechanism with extensive simulations and comparisons with passive defenses.

cs.SI↗

arXiv2012

Optimal Strategies for Communication and Remote Estimation with an Energy Harvesting Sensor

We consider a remote estimation problem with an energy harvesting sensor and a remote estimator. The sensor observes the state of a discrete-time source which may be a finite state Markov chain or a multi-dimensional linear Gaussian system. It harvests energy from its environment (say, for example, through a solar cell) and uses this energy for the purpose of communicating with the estimator. Due to the randomness of energy available for communication, the sensor may not be able to communicate all the time. The sensor may also want to save its energy for future communications. The estimator relies on messages communicated by the sensor to produce real-time estimates of the source state. We consider the problem of finding a communication scheduling strategy for the sensor and an estimation strategy for the estimator that jointly minimize an expected sum of communication and distortion costs over a finite time horizon. Our goal of joint optimization leads to a decentralized decision-making problem. By viewing the problem from the estimator's perspective, we obtain a dynamic programming characterization for the decentralized decision-making problem that involves optimization over functions. Under some symmetry assumptions on the source statistics and the distortion metric, we show that an optimal communication strategy is described by easily computable thresholds and that the optimal estimate is a simple function of the most recently received sensor observation.

eess.SY↗

arXiv2012

Lyapunov stochastic stability and control of robust dynamic coalitional games with transferable utilities

This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the instantaneous allocations subject to budget constraints. Before the game starts, the central planner knows the nature of the process (bounded mean ergodic), the bounded set from which the coalitions' values are sampled, and the long run average coalitions' values. On the other hand, he has no knowledge of the underlying probability function generating the coalitions' values. Our goal is to find allocation rules that use a measure of the extra reward that a coalition has received up to the current time by re-distributing the budget among the players. The objective is two-fold: i) guaranteeing convergence of the average allocations to the core (or a specific point in the core) of the average game, ii) driving the coalitions' excesses to an a priori given cone. The resulting allocation rules are robust as they guarantee the aforementioned convergence properties despite the uncertain and time-varying nature of the coaltions' values. We highlight three main contributions. First, we design an allocation rule based on full observation of the extra reward so that the average allocation approaches a specific point in the core of the average game, while the coalitions' excesses converge to an a priori given direction. Second, we design a new allocation rule based on partial observation on the extra reward so that the average allocation converges to the core of the average game, while the coalitions' excesses converge to an a priori given cone. And third, we establish connections to approachability theory and attainability theory.

cs.GT↗

arXiv2011

Switching Strategies for Linear Feedback Stabilization with Sparsified State Measurements

In this paper, we address the problem of stabilization in continuous time linear dynamical systems using state feedback when compressive sampling techniques are used for state measurement and reconstruction. In [5], we had introduced the concept of using l1 reconstruction technique, commonly used in sparse data reconstruction, for state measurement and estimation in a discrete time linear system. In this work, we extend the previous scenario to analyse continuous time linear systems. We investigate the effect of switching within a set of sparsifiers, introduced in [5], on the stability of a linear plant in continuous time settings. Initially, we analyze the problem of stabilization in low dimensional systems, following which we generalize the results to address the problem of stabilization in systems of arbitrary dimensions.

math.OC↗

arXiv2011

Indices of Power in Optimal IDS Default Configuration: Theory and Examples

Intrusion Detection Systems (IDSs) are becoming essential to protecting modern information infrastructures. The effectiveness of an IDS is directly related to the computational resources at its disposal. However, it is difficult to guarantee especially with an increasing demand of network capacity and rapid proliferation of attacks. On the other hand, modern intrusions often come as sequences of attacks to reach some predefined goals. It is therefore critical to identify the best default IDS configuration to attain the highest possible overall protection within a given resource budget. This paper proposes a game theory based solution to the problem of optimal signature-based IDS configuration under resource constraints. We apply the concepts of indices of power, namely, Shapley value and Banzhaf-Coleman index, from cooperative game theory to quantify the influence or contribution of libraries in an IDS with respect to given attack graphs. Such valuations take into consideration the knowledge on common attack graphs and experienced system attacks and are used to configure an IDS optimally at its default state by solving a knapsack optimization problem.

cs.GT↗