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One-Armed Bandit Problem and the Mirror Descent Algorithm 单臂强盗问题与镜像下降算法
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424702429
D. N. Shiyan

The application of the mirror descent algorithm (MDA) in the one-armed bandit problem in the minimax setting in relation to data processing has been considered. This problem has also been known as a game with nature, in which the payoff function of the player is the mathematical expectation of the total income. The player must determine the most effective method of the two available ones during the control process and ensure its preferential use. In this case, the a priori efficiency of one of the methods is known. In this paper, a modification of the MDA that makes it possible to improve the control efficiency by using additional information has been considered. The proposed strategy preserves the characteristic property of strategies for one-armed bandits: if a known action is applied once, it will be applied until the end of control. Modifications for the algorithm for single processing and for its batch version have been considered. Batch processing is interesting in that the total processing time is determined by the number of packets, and not by the original amount of data, with the possibility of providing parallel processing of data in packets. For the proposed algorithms, the optimal values of the adjustable parameters have been calculated using Monte Carlo simulation and minimax risk estimates have been obtained.

考虑了极大极小设置下的单臂强盗问题中镜像下降算法(MDA)在数据处理中的应用。这个问题也被称为带有自然属性的游戏,其中玩家的收益函数是总收益的数学期望。玩家必须在控制过程中确定两种方法中最有效的方法,并确保其优先使用。在这种情况下,其中一种方法的先验效率是已知的。本文考虑对MDA进行修改,利用附加信息提高控制效率。所提出的策略保留了单臂强盗策略的特征属性:如果一个已知动作被应用一次,它将被应用直到控制结束。对该算法的单次处理和批处理版本进行了修改。批处理的有趣之处在于,总的处理时间是由数据包的数量决定的,而不是由原始数据量决定的,并且可以对数据包中的数据进行并行处理。对于所提出的算法,利用蒙特卡罗模拟计算了可调参数的最优值,得到了最小最大风险估计。
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引用次数: 0
Approximate Equilibrium in a Finitely Repeated Prisoner’s Dilemma 有限重复囚徒困境的近似均衡
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424702405
A. M. Pisareva, E. M. Parilina

The paper studies a finitely repeated Prisoner’s Dilemma. To maintain cooperation in the game, a new profile of behavior strategies is proposed, where the deviation of a player is punished not until the end of the game, but rather for a given number of stages depending on the stage of the game. The existence of an approximate equilibrium or epsilon-equilibrium in these strategies is proven, and the maximum payoff of a player deviating from the approximate equilibrium is found.

本文研究有限重复的囚徒困境。为了保持游戏中的合作,提出了一种新的行为策略,其中玩家的偏差直到游戏结束时才会受到惩罚,而是根据游戏的阶段在给定的阶段数内受到惩罚。证明了这些策略的近似均衡或epsilon均衡的存在性,并找到了偏离近似均衡的参与者的最大收益。
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引用次数: 0
Cooperative Multicriteria Dynamic Games: Application to Transportation Problems 合作多标准动态博弈:在交通问题中的应用
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424602567
A. N. Rettieva

Cooperation plays an important role in dynamic games related to resource allocation problems. This paper investigates a multicriteria dynamic resource management problem. Noncooperative and cooperative strategies and payoffs are obtained via bargaining schemes. To maintain cooperative behavior, the concept of incentive equilibrium, where the center controls the compliance with the cooperative agreement, is adopted. The presented approaches are applied to a multicriteria dynamic transportation problem.

在涉及资源配置问题的动态博弈中,合作起着重要的作用。研究了一个多准则动态资源管理问题。非合作和合作策略及其收益是通过议价方案获得的。为了维持合作行为,采用了激励均衡的概念,即中心控制合作协议的遵守情况。所提出的方法应用于多准则动态运输问题。
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引用次数: 0
Potential Game in a Parallel Transportation Network with Symmetric Externalities 具有对称外部性的平行交通网络的潜在博弈
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424602555
Yu. V. Chirkova

A model of a transportation system with parallel channels and BPR latency functions with symmetric linear externalities is considered in the case where the impact of the channel loads on latency is pairwise symmetric. For this case, it is proved that the game of traffic allocation among the channels is potential, and the price of anarchy is bounded above by a value of (frac{4}{3}).

在通道负载对延迟的影响是两两对称的情况下,考虑了具有对称线性外部性的并行通道和BPR延迟函数的运输系统模型。在这种情况下,证明了信道间的流量分配博弈是潜在的,无政府状态的代价以(frac{4}{3})的值为界。
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引用次数: 0
Potential in Congestion Game with Different Types of Vehicles 不同类型车辆在拥堵博弈中的潜力
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424602580
N. N. Nikitina, V. V. Mazalov

Heterogeneous congestion games make it possible to simulate traffic situations involving multiple classes of vehicles with different preferences in choosing routes. In this work, we prove the existence of a potential in a discrete congestion game with n classes of players. Examples are given in which we calculate equilibria and demonstrate the emergence of the Braess paradox, as well as use the constructed congestion game to analyze the distribution of vehicles in the graph of urban roads for the city of Petrozavodsk.

异构拥堵博弈可以模拟多类车辆在选择路线时的不同偏好。在这项工作中,我们证明了具有n类玩家的离散拥塞对策的势的存在性。文中给出了计算均衡的例子,并证明了Braess悖论的出现,以及使用构建的拥堵博弈来分析彼得罗扎沃茨克城市道路图中的车辆分布。
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引用次数: 0
Minimax Differential Game with a Fixed End Moment 具有固定终点矩的极大极小微分对策
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424602737
V. N. Ushakov, A. M. Tarasyev, A. V. Ushakov

The minimax game problem of approach of a conflict-controlled system in a finite-dimensional Euclidean space at a fixed time moment is studied. Issues related to the construction of solutions to the problem are discussed, namely, the calculation and approximate calculation of solvability sets and the first player’s solving feedback strategies. N.N. Krasovskii’s method of unification is further developed. A feedback strategy of the first player based on the extreme aiming of the system’s trajectory at finite systems of sets in the phase space that approximate the solvability set of the approach problem is studied. As the main result, we justify the effectiveness of the extreme aiming strategy for an approximate solution of the problem. The effectiveness of the strategy is justified using unification constructions supplementing Krasovskii’s unification method.

研究了有限维欧几里得空间中冲突控制系统在固定时刻的方法的极大极小对策问题。讨论了与问题解的构造有关的问题,即可解集的计算和近似计算以及第一参与人的求解反馈策略。克拉索夫斯基的统一方法得到进一步发展。研究了一种基于系统轨迹在接近逼近问题可解集的相空间有限集合系统上的极值瞄准的第一参与人反馈策略。作为主要结果,我们证明了极端瞄准策略对问题的近似解的有效性。通过统一结构对克拉索夫斯基统一方法的补充,验证了该策略的有效性。
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引用次数: 0
Intransitive Sets of Financial Strategies with Constant Levels 常水平财务策略的不可传递集
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424702387
A. A. Kovalchuk

The phenomenon of intransitivity of trading strategies with constant levels in the stock market is studied. By using Doob’s stopping theorem and basic concepts from probability theory, accurate estimates for the strength of intransitivity are derived for the case of strategies with constant levels.

研究了股票市场中定水平交易策略的不可及性现象。利用Doob停止定理和概率论的基本概念,对具有常阶策略的不可及性强度给出了准确的估计。
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引用次数: 0
Models of Optimal Organization of Tax Inspection 税务稽查最优组织模型
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424602609
A. A. Vasin, N. I. Tsyganov

The problem of optimal organization of state inspection with an honest head and rational auditors is considered. Audit schemes are investigated in which the honest behavior of taxpayers and auditors turns out to be resistant to coalition deviations. In addition to hierarchical structures, a three-stage scheme with cross-checking is considered. It is proved that cross-checking is never optimal. The minimum audit costs for two- and three-level structures are determined. The best option is specified depending on the model parameters.

考虑了一个诚实的领导和理性的审计员的最优国家监察组织问题。本文对审计方案进行了研究,结果表明纳税人和审计师的诚实行为对联盟偏差具有抵抗性。除了分层结构外,还考虑了具有交叉检查的三阶段方案。证明了交叉检验从来都不是最优的。确定了二级和三级结构的最低审计成本。根据模型参数指定最佳选项。
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引用次数: 0
Multistage Model for Renewable Resource Extraction by Players of Two Types 两类参与者可再生资源开采的多阶段模型
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562424602592
D. V. Kuzyutin, N. V. Smirnova, I. R. Tantlevskij

The paper examines an infinite-horizon multistage game of renewable resource extraction with two types of players differing in the discount rates of future payoffs. Using the dynamic programming method, we construct a noncooperative solution—a subgame perfect Nash equilibrium in stationary feedback strategies—and a cooperative (Pareto optimal) solution for the case of complete cooperation of all players. The resulting solutions are analyzed for sensitivity to variations in model parameters. In particular, the range of the coefficient of natural resource renewal is found in which a noncooperative solution leads to complete depletion of the resource, while a cooperative scheme allows the players to avoid this negative scenario. A numerical example is given to demonstrate the theoretical results obtained.

本文研究了一个无限视界的多阶段可再生资源开采博弈,其中两类参与者的未来收益贴现率不同。利用动态规划方法,构造了平稳反馈策略下的非合作解——子博弈完美纳什均衡,以及所有参与者完全合作情况下的合作(帕累托最优)解。分析了所得解对模型参数变化的敏感性。特别是,发现了自然资源更新系数的范围,其中非合作解决方案导致资源完全枯竭,而合作方案允许参与者避免这种消极情况。最后通过数值算例验证了理论结果。
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引用次数: 0
Large Language Models in Cyberattacks 网络攻击中的大型语言模型
IF 0.5 4区 数学 Q3 MATHEMATICS Pub Date : 2025-03-28 DOI: 10.1134/S1064562425700012
S. V. Lebed, D. E. Namiot, E. V. Zubareva, P. V. Khenkin, A. A. Vorobeva, D. A. Svichkar

The article provides an overview of the practice of using large language models (LLMs) in cyberattacks. Artificial intelligence models (machine learning and deep learning) are applied across various fields, with cybersecurity being no exception. One aspect of this usage is offensive artificial intelligence, specifically in relation to LLMs. Generative models, including LLMs, have been utilized in cybersecurity for some time, primarily for generating adversarial attacks on machine learning models. The analysis focuses on how LLMs, such as ChatGPT, can be exploited by malicious actors to automate the creation of phishing emails and malware, significantly simplifying and accelerating the process of conducting cyberattacks. Key aspects of LLM usage are examined, including text generation for social engineering attacks and the creation of malicious code. The article is aimed at cybersecurity professionals, researchers, and LLM developers, providing them with insights into the risks associated with the malicious use of these technologies and recommendations for preventing their exploitation as cyber weapons. The research emphasizes the importance of recognizing potential threats and the need for active countermeasures against automated cyberattacks.

本文概述了在网络攻击中使用大型语言模型(llm)的实践。人工智能模型(机器学习和深度学习)应用于各个领域,网络安全也不例外。这种用法的一个方面是攻击性人工智能,特别是与法学硕士相关的人工智能。包括法学硕士在内的生成模型已经在网络安全领域使用了一段时间,主要用于对机器学习模型产生对抗性攻击。分析的重点是llm(如ChatGPT)如何被恶意行为者利用来自动创建网络钓鱼电子邮件和恶意软件,从而大大简化和加速进行网络攻击的过程。法学硕士使用的关键方面进行了检查,包括社会工程攻击的文本生成和恶意代码的创建。本文针对网络安全专业人员、研究人员和法学硕士开发人员,为他们提供与恶意使用这些技术相关的风险的见解,以及防止其被利用为网络武器的建议。该研究强调了识别潜在威胁的重要性,以及对自动网络攻击采取主动对策的必要性。
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Doklady Mathematics
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