Security Games with Information Leakage: Modeling and Computation

Most models of Stackelberg security games assume that the attacker only knows the defender's mixed strategy, but is not able to observe (even partially) the instantiated pure strategy. Such partial observation of the deployed pure strategy -- an issue we refer to as information leakage -- is a significant concern in practical applications. While previous research on patrolling games has considered the attacker's real-time surveillance, our settings, therefore models and techniques, are fundamentally different. More specifically, after describing the information leakage model, we start with an LP formulation to compute the defender's optimal strategy in the presence of leakage. Perhaps surprisingly, we show that a key subproblem to solve this LP (more precisely, the defender oracle) is NP-hard even for the simplest of security game models. We then approach the problem from three possible directions: efficient algorithms for restricted cases, approximation algorithms, and heuristic algorithms for sampling that improves upon the status quo. Our experiments confirm the necessity of handling information leakage and the advantage of our algorithms

Walks on Apollonian networks

We carry out comparative studies of random walks on deterministic Apollonian networks (DANs) and random Apollonian networks (RANs). We perform computer simulations for the mean first passage time, the average return time, the mean-square displacement, and the network coverage for unrestricted random walk. The diffusions both on DANs and RANs are proved to be sublinear. The search efficiency for walks with various strategies and the influence of the topology of underlying networks on the dynamics of walks are discussed. Contrary to one's intuition, it is shown that the self-avoiding random walk, which has been verified as an optimal strategy for searching on scale-free and small-world networks, is not the best strategy for the DAN in the thermodynamic limit.Comment: 5 pages, 4 figure

Modelling the volatility-timing of funds under CPF investment theme

The performance measure of funds has been an important topic in the past few decades. In recent years the conditional models on return and volatility have become popular in studying the funds’ performance measure, but most of these studies focus on the US funds and a few on the Asian-based funds. The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the CPF (Central Provident Fund) Investment Scheme and non-CPF linked funds by taking into account of the currency risk effect on internationally managed funds. The CPF investment scheme was introduced in 1986 by the Singapore government in order to enhance CPF members’ funds for retirement. CPF members usually withdraw money for house purchase, while male and high income earners involve in more risky investment with their CPF saving. The CPF board sets up strict admission criteria for investment products, especially for funds which tend to enter the CPF investment scheme. Fund management companies with intention to enter the CPF Investment must have at least S$500 million fund managed in Singapore with minimum three fund managers. One of fund managers must have at least 5 year experience in fund management. Moreover, foreign funds recognized by the Monetary Authority of Singapore (MAS) are allowed to apply for the inclusion of CPF investment scheme, provided that they are a member of the Investment Management Association of Singapore and also have to submit a representative agreement of foreign funds or their mangers. There are 28 fund management companies under the current CPF investment scheme. Since 1 February 2006, the revised benchmark requires new-entry funds to be above the top 25% among their global peers. Compared with the existing funds within the risk level under CPF Investment Scheme, new funds are also required to have lower-than-median expense ratio. A good historical performance for at least 3 years is desirable. In addition, sales charges for fund under CPF Investment Scheme must be less than 3% from 1 Jul 2007. Given the strict entry criteria, it is an interesting question to ask if the CPF funds are “safer and better performed funds” as people expected. In this study we empirically assess whether the funds under CPF Investment Scheme outperform non-CPF funds by examining the volatility-timing performance associated with these funds. The volatility-timing ability of CPF funds will provide CPF board with a new method for risk classification. In particular, we employ the GARCH models and modified factor models to capture the response of funds to the market abnormal conditional volatility including the week day effect. The SMB and HML factors for non-US based funds are constructed from stock market data to exclude the contribution of size effect and BE\ME effect. The results show that volatility timing is one of the factors contributing to the excess return of funds. However, the funds’ volatility-timing seems to be country-specific. Most of the Japanese equity funds and global equity funds under CPF investment scheme are found to have the ability of volatility timing. This finding contrasts with the existing studies on Asian ex-Japan funds and Greater China funds. Moreover, there is no evidence that funds under CPF Investment Scheme show a better group performance of volatility timing

An efficient and positivity-preserving layer method for modeling radiation belt diffusion processes

An efficient and positivity-preserving layer method is introduced to solve the radiation belt diffusion equation and is applied to study the bounce resonance interaction between relativistic electrons and magnetosonic waves. The layer method with linear interpolation, denoted by LM-L (layer method-linear), requires the use of a large number of grid points to ensure accurate solutions. We introduce a monotonicity- and positivity-preserving cubic interpolation method to be used with the Milstein-Tretyakov layer method. The resulting method, called LM-MC (layer method-monotone cubic), can be used to solve the radiation belt diffusion equation with a much smaller number of grid points than LM-L while still being able to preserve the positivity of the solution. We suggest that LM-MC can be used to study long-term dynamics of radiation belts. We then develop a 2-D LM-MC code and use it to investigate the bounce resonance diffusion of radiation belt electrons by magnetosonic waves. Using a previously published magnetosonic wave model, we demonstrate that bounce resonance with magnetosonic waves is as important as gyroresonance; both can cause several orders of magnitude increase of MeV electron fluxes within 1ﾠday. We conclude that bounce resonance with magnetosonic waves should be taken into consideration together with gyroresonance

Integrated Lithographic Molding for Microneedle-Based Devices

This paper presents a new fabrication method consisting of lithographically defining multiple layers of high aspect-ratio photoresist onto preprocessed silicon substrates and release of the polymer by the lost mold or sacrificial layer technique, coined by us as lithographic molding. The process methodology was demonstrated fabricating out-of-plane polymeric hollow microneedles. First, the fabrication of needle tips was demonstrated for polymeric microneedles with an outer diameter of 250 mum, through-hole capillaries of 75-mum diameter and a needle shaft length of 430 mum by lithographic processing of SU-8 onto simple v-grooves. Second, the technique was extended to gain more freedom in tip shape design, needle shaft length and use of filling materials. A novel combination of silicon dry and wet etching is introduced that allows highly accurate and repetitive lithographic molding of a complex shape. Both techniques consent to the lithographic integration of microfluidic back plates forming a patch-type device. These microneedle-integrated patches offer a feasible solution for medical applications that demand an easy to use point-of-care sample collector, for example, in blood diagnostics for lithium therapy. Although microchip capillary electrophoresis glass devices were addressed earlier, here, we show for the first time the complete diagnostic method based on microneedles made from SU-8

Modeling relaxation and jamming in granular media

We introduce a stochastic microscopic model to investigate the jamming and reorganization of grains induced by an object moving through a granular medium. The model reproduces the experimentally observed periodic sawtooth fluctuations in the jamming force and predicts the period and the power spectrum in terms of the controllable physical parameters. It also predicts that the avalanche sizes, defined as the number of displaced grains during a single advance of the object, follow a power-law, $P(s)\sim s^{-\tau}$, where the exponent is independent of the physical parameters

Halting viruses in scale-free networks

The vanishing epidemic threshold for viruses spreading on scale-free networks indicate that traditional methods, aiming to decrease a virus' spreading rate cannot succeed in eradicating an epidemic. We demonstrate that policies that discriminate between the nodes, curing mostly the highly connected nodes, can restore a finite epidemic threshold and potentially eradicate a virus. We find that the more biased a policy is towards the hubs, the more chance it has to bring the epidemic threshold above the virus' spreading rate. Furthermore, such biased policies are more cost effective, requiring less cures to eradicate the virus

Reliable Reserve-Crew Scheduling for Airlines

We study the practical setting in which regular- and reserve-crew schedules are dynamically maintained up to the day of executing the schedule. At each day preceding the execution of the schedule, disruptions occur due to sudden unavailability of personnel, making the planned regular and reserve-crew schedules infeasible for its execution day. This paper studies the fundamental question how to repair the schedules' infeasibility in the days preceding the execution, taking into account labor regulations. We propose a robust repair strategy that maintains flexibility in order to cope with additional future disruptions. The flexibility in reserve-crew usage is explicitly considered through evaluating the expected shortfall of the reserve-crew schedule based on a Markov chain formulation. The core of our approach relies on iteratively solving a set-covering formulation, which we call the Robust Crew Recovery Problem, which encapsulates this flexibility notion for reserve crew usage. A tailored branch-and-price algorithm is developed for solving the Robust Crew Recovery Problem to optimality. The corresponding pricing problem is efficiently solved by a newly developed pulse algorithm. Based on actual data from a medium-sized hub-and-spoke airline, we show that embracing our approach leads to fewer flight cancellations and fewer last-minute alterations, compared to repairing disrupted schedules without considering our robust measure