{"title":"计算机病毒传播建模为随机微分对策","authors":"M. Lefebvre","doi":"10.1478/AAPP.981A3","DOIUrl":null,"url":null,"abstract":"The propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics. One optimizer tries to maximize the expected value of a cost function with quadratic control costs, while the other one wants to minimize this expected value. A particular problem is solved explicitly by making use of the method of similarity solutions to obtain the solution to the partial differential equation satisfied by the value function, subject to the appropriate conditions.","PeriodicalId":43431,"journal":{"name":"Atti Accademia Peloritana dei Pericolanti-Classe di Scienze Fisiche Matematiche e Naturali","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2020-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Computer virus propagation modelled as a stochastic differential game\",\"authors\":\"M. Lefebvre\",\"doi\":\"10.1478/AAPP.981A3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics. One optimizer tries to maximize the expected value of a cost function with quadratic control costs, while the other one wants to minimize this expected value. A particular problem is solved explicitly by making use of the method of similarity solutions to obtain the solution to the partial differential equation satisfied by the value function, subject to the appropriate conditions.\",\"PeriodicalId\":43431,\"journal\":{\"name\":\"Atti Accademia Peloritana dei Pericolanti-Classe di Scienze Fisiche Matematiche e Naturali\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2020-05-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Atti Accademia Peloritana dei Pericolanti-Classe di Scienze Fisiche Matematiche e Naturali\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1478/AAPP.981A3\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MULTIDISCIPLINARY SCIENCES\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Atti Accademia Peloritana dei Pericolanti-Classe di Scienze Fisiche Matematiche e Naturali","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1478/AAPP.981A3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MULTIDISCIPLINARY SCIENCES","Score":null,"Total":0}
Computer virus propagation modelled as a stochastic differential game
The propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics. One optimizer tries to maximize the expected value of a cost function with quadratic control costs, while the other one wants to minimize this expected value. A particular problem is solved explicitly by making use of the method of similarity solutions to obtain the solution to the partial differential equation satisfied by the value function, subject to the appropriate conditions.
期刊介绍:
This journal is of a multi- and inter-disciplinary nature and covers a broad range of fields including mathematics, computer science, physics, chemistry, biology, earth sciences, and their intersection. History of science is also included within the topics addressed by the journal. The transactions of the Pelorian Academy started out as periodic news sheets containing the notes presented by the members of the Divisions into which the Academy has been and still is organized, according to subject areas. The publication of these notes for the Division (“Classe”) of Mathematical, Physical and Natural Sciences is the responsibility of the Editorial Committee, which is composed of the Director of the division with the role of Chairman, the Vice-Director, the Secretary and two or more other members. Besides original research articles, the journal also accepts texts from conferences and invited talks held in the Academy. These contributions are published in a different section of the journal. In addition to the regular issues, single monographic supplements are occasionally published which assemble reports and communications presented at congresses, symposia, seminars, study meetings and other scientific events organized by the Academy or under its patronage. Since 2004 these transactions have been published online in the form of an open access electronic journal.