Stochastic control with distributionally robust constraints for cyber–physical systems vulnerable to attacks

In this paper, we investigate the control of a cyber–physical system (CPS) while accounting for its vulnerability to external attacks. We formulate a constrained stochastic problem with a robust constraint to ensure robust operation against potential attacks. We seek to minimize the expected cost subject to a constraint limiting the worst-case expected damage an attacker can impose on the CPS. We present a dynamic programming decomposition to compute the optimal control strategy in this robust-constrained formulation and prove its recursive feasibility. We also illustrate the utility of our results by applying them to a numerical simulation.