Medal, Hugh R.
Date of Degree
Graduate Thesis - Open Access
Master of Science
James Worth Bagley College of Engineering
Department of Industrial and Systems Engineering
This research presents a bi-level stochastic network interdiction model on an attack graph to enable a risk-averse resource constrained cyber network defender to optimally deploy security countermeasures to protect against attackers having an uncertain budget. This risk-averse conditional-value-at-risk model minimizes a weighted sum of the expected maximum loss over all scenarios and the expected maximum loss from the most damaging attack scenarios. We develop an exact algorithm to solve our model as well as several acceleration techniques to improve the computational efficiency. Computational experiments demonstrate that the application of all the acceleration techniques reduces the average computation time of the basic algorithm by 71% for 100-node graphs. Using metrics called mean-risk value of stochastic solution and value of risk-aversion, numerical results suggest that our stochastic risk-averse model significantly outperforms deterministic and risk-neutral models when 1) the distribution of attacker budget is heavy-right-tailed and 2) the defender is highly risk-averse.
Bhuiyan, Tanveer Hossain, "Risk-Averse Bi-Level Stochastic Network Interdiction Model for Cyber-Security Risk Management" (2018). Theses and Dissertations MSU. 3831.