Stochastic optimization on continuous domains with finite-time guarantees by Markov chain Monte Carlo methods

We introduce bounds on the finite-time performance of Markov chain Monte Carlo algorithms in approaching the global solution of stochastic optimization problems over continuous domains. A comparison with other state-of-the-art methods having finite-time guarantees for solving stochastic programming problems is included.Comment: 29 pages, 6 figures. Revised version based on referees repor

Розробка моделі для навчання адаптивної системи розпізнавання кібератак для неоднорідних потоків запитів в інформаційних системах

The study presents results aimed at further development of models for intelligent and self-educational systems of recognising abnormalities and cyberattacks in mission-critical information systems (MCIS). It has been proven that the existing systems of cyberdefence still significantly rely on using models and algorithms of recognising cyberattacks, which allow taking into account information about the structure of incoming streams or the attackers’ change of the intensity of queries, the speed of the attack, and the duration of the impulse.A mathematical model has been suggested for the system module of intelligent identification of cyberattacks in heterogeneous flows of queries and network forms of cyberattacks. The model recognises heterogeneous incoming flows of queries and any possible change in the query intensity and other parameters of a targeted cyberattack aimed at a MCIS.Simulation models, which had been created in MATLAB and Simulink, were used to research the dynamics of changes in the states of the subsystem of blocking queries in the process of detecting cyberattacks in a MCIS. The probability of solving the problem of recognising cyberattacks in heterogeneous flows of queries and network forms of cyberattacks is 85–98 %, depending on the type of the cyberattack. The results of the modelling allow selection of ways to counter and neutralize the effects of the impact of such targeted attacks and help analyse more sophisticated cyberattacks.The suggested model of recognising complex cyberattacks if attackers use non-uniform flows of queries is more accurate, by 5–7 %, than the other existing models.The developed simulation models enable a 25–30 % decrease in the setup time for projects of cyberdefence systems, including SIRCA for CIS or MCIS.Предложена математическая модель для модуля системы интеллектуального распознавания кибератак для неоднородных потоков запросов и сетевых классов кибератак. Модель учитывает неоднородные входные потоки запросов и возможность изменения нападающими интенсивности запросов в информационных системах, позволяет осуществлять выбор способов противодействия и нейтрализации последствий их реализации, анализировать более сложные виды кибератак. С помощью имитационных моделей, созданных в MatLAB и Simulink, исследована динамика изменения состояний подсистемы блокировки запросов в процессе распознавания кибератак в критически важных компьютерных системах.Запропоновано математичну модель для модуля системи інтелектуального розпізнавання кібератак для неоднорідних потоків запитів та мережних класах кібератак. Модель враховує неоднорідні вхідні потоки запитів та можливість зміни нападниками інтенсивності запитів у інформаційних системах, що дозволяє здійснювати вибір способів протидії та нейтралізації наслідків від їх впливу, аналізувати більш складні види кібератак. За допомогою імітаційних моделей, створених у MatLAB та Simulink, досліджено динаміку зміни станів підсистеми блокування запитів в процесі розпізнавання кібератак у критично важливих комп’ютерних системах

Conformance Testing as Falsification for Cyber-Physical Systems

In Model-Based Design of Cyber-Physical Systems (CPS), it is often desirable to develop several models of varying fidelity. Models of different fidelity levels can enable mathematical analysis of the model, control synthesis, faster simulation etc. Furthermore, when (automatically or manually) transitioning from a model to its implementation on an actual computational platform, then again two different versions of the same system are being developed. In all previous cases, it is necessary to define a rigorous notion of conformance between different models and between models and their implementations. This paper argues that conformance should be a measure of distance between systems. Albeit a range of theoretical distance notions exists, a way to compute such distances for industrial size systems and models has not been proposed yet. This paper addresses exactly this problem. A universal notion of conformance as closeness between systems is rigorously defined, and evidence is presented that this implies a number of other application-dependent conformance notions. An algorithm for detecting that two systems are not conformant is then proposed, which uses existing proven tools. A method is also proposed to measure the degree of conformance between two systems. The results are demonstrated on a range of models