Deciding which sensing capabilities to deploy on an agent in uncertain domains is a fundamental engineering challenge, in which one balances task achievability against the high costs of hardware and processing. This problem has previously been formalized as the Optimal Observability Problem (OOP), based on the well-known Partially Observable Markov Decision Process (POMDP) model for decision-making. This work studies (sub-)symbolic techniques to scale solving of decidable fragments of the OOP, namely the Sensor Selection Problem (SSP) and the Positional Observability Problem (POP). Besides improving the original approach based on parameter synthesis, we develop a new solving method that identifies sensible observation functions via decomposition of POMDPs, improving performance by 3 and 5 orders of magnitude for instance size and runtime, respectively.
Decentralized Finance (DeFi) has revolutionized financial markets by enabling complex asset-exchange protocols without trusted intermediaries. Automated Market Makers (AMMs) are a central component of DeFi, providing the core functionality of swapping assets of different types at algorithmically computed exchange rates. Several mainstream AMM implementations are based on the constant-product model, which ensures that swaps preserve the product of the token reserves in the AMM – up to a trading fee used to incentivize liquidity provision. Trading fees substantially complicate the economic properties of AMMs, and for this reason some AMM models abstract them away in order to simplify the analysis. However, trading fees have a non-trivial impact on users' trading strategies, making it crucial to develop refined AMM models that precisely account for their effects. We extend a foundational model of AMMs by introducing a new parameter, the trading fee ϕ∈(0,1], into the swap rate function. Fee amounts increase inversely proportional to ϕ. When ϕ= 1, no fee is applied and the original model is recovered. We analyze the resulting fee-adjusted model from an economic perspective. We show that several key properties of the swap rate function, including output-boundedness and monotonicity, are preserved. At the same time, other properties - most notably additivity - no longer hold. We precisely characterize this deviation by deriving a generalized form of additivity that captures the effect of swaps in the presence of trading fees. We prove that when ϕ< 1, executing a single large swap yields strictly greater profit than splitting the trade into smaller ones. Finally, we derive a closed-form solution to the arbitrage problem in the presence of trading fees and prove its uniqueness. All results are formalized and machine-checked in the Lean 4 proof assistant.
Automated Market Makers (AMMs) are one of the most used Decentralized Finance services enabling users to exchange crypto-assets directly without intermediaries. However, current protocols impose significant constraints on the liquidity levels required for transactions. In this paper, we propose a liquidity-saving mechanism designed to minimize the liquidity required by AMM services. Our mechanism delays the transactions violating the liquidity constraints in a queue, and, when certain conditions are met, it selects from the queue a feasible transaction sequence that fulfills the constraints and executes them atomically on the blockchain. We provide an operational semantics of such a mechanism that precisely characterizes the interactions between users and AMMs and the conditions when the liquidity-saving mechanism is triggered. Moreover, we show that our mechanism allows for novel liquidity saving behavior for multi-party exchange, multi-AMM arbitrage, and enhances user intent compared to traditional AMMs. Finally, to validate our approach, we develop a simulator and experiment with various application scenarios, yielding insights into the practical implications of our mechanism.
Context: Attack-Defense Trees (ADTs) are a graphical notation used to model and evaluate security requirements. ADTs are popular because they facilitate communication among different stakeholders involved in system security evaluation and are formal enough to be verified using methods like model checking. The understandability and user-friendliness of ADTs are claimed as key factors in their success, but these aspects, along with user acceptance, have not been evaluated empirically. Objectives: This paper presents an experiment with 25 subjects designed to assess the understandability and user acceptance of the ADT notation, along with an internal replication involving 49 subjects. Methods: The experiments adapt the Method Evaluation Model (MEM) to examine understandability variables (i.e., effectiveness and efficiency in using ADTs) and user acceptance variables (i.e., ease of use, usefulness, and intention to use). The MEM is also used to evaluate the relationships between these dimensions. In addition, a comparative analysis of the results of the two experiments is carried out. Results: With some minor differences, the outcomes of the two experiments are aligned. The results demonstrate that ADTs are well understood by participants, with values of understandability variables significantly above established thresholds. They are also highly appreciated, particularly for their ease of use. The results also show that users who are more effective in using the notation tend to evaluate it better in terms of usefulness. Conclusion: These studies provide empirical evidence supporting both the understandability and perceived acceptance of ADTs, thus encouraging further adoption of the notation in industrial contexts, and development of supporting tools.
We propose a novel methodology to validate software product line (PL) models by integrating Statistical Model Checking (SMC) with Process Mining (PM). We consider the feature-oriented language QFLan from the PL engineering domain. QFLan allows to model PL equipped with rich cross-tree and quantitative constraints, as well as aspects of dynamic PLs such as the staged configurations. This richness allows us to easily obtain models with infinite state-space, calling for simulation-based analysis techniques, like SMC. For example, we use a running example with infinite state space. SMC is a family of analysis techniques based on the generation of samples of the dynamics of a system. SMC aims at estimating properties of a system like the probability of a given event (e.g., installing a feature), or the expected value of quantities in it (e.g., the average price of products from the studied family). Instead, PM is a family of data-driven techniques that uses logs collected on the execution of an information system to identify and reason about its underlying execution process. This often regards identifying and reasoning about process patterns, bottlenecks, and possibilities for improvement. In this paper, to the best of our knowledge, we propose, for the first time, the application of Process Mining (PM) techniques to the byproducts of Statistical Model Checking (SMC) simulations. This aims to enhance the utility of SMC analyses. Typically, if SMC gives unexpected results, the modeler has to discover whether these come from actual characteristics of the system, or from bugs in the model. This is done in a black-box manner, only based on the obtained numerical values. We improve on this by using PM to get a white-box perspective on the dynamics of the system observed by SMC. Roughly speaking, we feed the samples generated by SMC to PM tools, obtaining a compact graphical representation of the observed dynamics. This mined PM model is then transformed into a mined QFLan model, making it accessible to PL engineers. Using two well-known PL models, we show that our methodology is effective (helps in pinpointing issues in models, and in suggesting fixes), and that it scales to complex models. We also show that it is general, by applying it to the security domain.
Attack Trees are a graphical model of security used to study threat scenarios. While visually appealing and supported by solid theories and effective tools, one of their main drawbacks remains the amount of effort required by security experts to design them from scratch. This work aims to remedy this by providing a method for the automatic generation of Attack Trees from attack logs. The main original feature of our approach w.r.t existing ones is the use of Process Mining algorithms to synthesize Attack Trees, which allow users to customize the way a set of logs are summarized as an Attack Tree, for example by discarding statistically irrelevant events. Our approach is supported by a prototype that, apart from the derivation and translation of the model, provides the user with an Attack Tree in the RisQFLan format, a tool used for quantitative risk modeling and analysis with Attack Trees. We illustrate our approach with the case study of attacks on a communication protocol, produced by a state-of-the-art protocol analyzer.
Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system designers can often control an agent's observation capabilities, e.g. by placing or selecting sensors. This raises the question of how one should select an agent's sensors cost-effectively such that it achieves the desired goals. In this paper, we study the novel optimal observability problem OOP: Given a POMDP M, how should one change M's observation capabilities within a fixed budget such that its (minimal) expected reward remains below a given threshold? We show that the problem is undecidable in general and decidable when considering positional strategies only. We present two algorithms for a decidable fragment of the OOP: one based on optimal strategies of M's underlying Markov decision process and one based on parameter synthesis with SMT. We report promising results for variants of typical examples from the POMDP literature.
Graphical security models constitute a well-known, user-friendly way to represent the security of a system. These kinds of models are used by security experts to identify vulnerabilities and assess the security of a system. The manual construction of these models can be tedious, especially for large enterprises. Consequently, the research community is trying to address this issue by proposing methods for the automatic generation of such models. In this work, we present a survey illustrating the current status of the automatic generation of two kinds of graphical security models -Attack Trees and Attack Graphs. The goal of this survey is to present the current methodologies used in the field, compare them and present the challenges and future directions for the research community.
Context and Motivation Attack-Defense Trees (ADTs) are a graphical notation used to model and assess security requirements. ADTs are widely popular, as they can facilitate communication between different stakeholders involved in system security evaluation, and they are formal enough to be verified, e.g., with model checkers. Question/Problem While the quality of this notation has been primarily assessed quantitatively, its understandability has never been evaluated despite being mentioned as a key factor for its success. Principal idea/Results In this paper, we conduct an experiment with 25 human subjects to assess the understandability and user acceptance of the ADT notation. The study focuses on performance-based variables and perception-based variables, with the aim of evaluating the relationship between these measures and how they might impact the practical use of the notation. The results confirm a good level of understandability of ADTs. Participants consider them useful, and they show intention to use them. Contribution This is the first study empirically supporting the understandability of ADTs, thereby contributing to the theory of security requirements engineering.
Internet of Things (IoT) is a network of devices that communicate with each other through the internet and provide intelligence to industry and people. These devices are running in potentially hostile environments, so the need for security is critical. Trust management aims to ensure the reliability of the network by assigning a trust value to every node, indicating its trust level. In this paper, we systematically review and analyze the current state of the art in trust management appraoches for IoT. We provide a classification into nine categories based on the tools, methods, and technologies used to form trust management techniques (collect information for trust formation, compute, and store the trust values). We also discuss the limitations and strengths of each category, as well as the open challenges and future research directions. We aim to help the reader understand the current challenges of the field, design a solid trust management system, and navigate through the literature.
Quantitative notions of bisimulation are well-known tools for the minimization of dynamical models such as Markov chains and ordinary differential equations (ODEs). In forward bisimulations, each state in the quotient model represents an equivalence class and the dynamical evolution gives the overall sum of its members in the original model. Here we introduce generalized forward bisimulation (GFB) for dynamical systems over commutative monoids and develop a partition refinement algorithm to compute the coarsest one. When the monoid is (ℝ,+), we recover probabilistic bisimulation for Markov chains and more recent forward bisimulations for nonlinear ODEs. Using (ℝ,•) we get nonlinear reductions for discrete-time dynamical systems and ODEs where each variable in the quotient model represents the product of original variables in the equivalence class. When the domain is a finite set such as the Booleans $\mathbb{B}$, we can apply GFB to Boolean networks (BN), a widely used dynamical model in computational biology. Using a prototype implementation of our minimization algorithm for GFB, we find disjunction- and conjunction-preserving reductions on 60 BN from two well-known repositories, and demonstrate the obtained analysis speed-ups. We also provide the biological interpretation of the reduction obtained for two selected BN, and we show how GFB enables the analysis of a large one that could not be analyzed otherwise. Using a randomized version of our algorithm we find product-preserving (therefore non-linear) reductions on 21 dynamical weighted networks from the literature that could not be handled by the exact algorithm.
Boolean Networks (BNs) are established models to qualitatively describe biological systems. The analysis of BNs might be infeasible for medium to large BNs due to the state-space explosion problem. We propose a novel reduction technique called Backward Boolean Equivalence (BBE), which preserves some properties of interest of BNs. In particular, reduced BNs provide a compact representation by grouping variables that, if initialized equally, are always updated equally. The resulting reduced state space is a subset of the original one, restricted to identical initialization of grouped variables. The corresponding trajectories of the original BN can be exactly restored. We show the effectiveness of BBE by performing a large-scale validation on the whole GINsim BN repository. In selected cases, we show how our method enables analyses that would be otherwise intractable. Our method complements, and can be combined with, other reduction methods found in the literature.
Automated Market Makers (AMMs) are decentralized applications that allow users to exchange crypto-tokens without the need for a matching exchange order. AMMs are one of the most successful DeFi use cases: indeed, major AMM platforms process a daily volume of transactions worth USD billions. Despite their popularity, AMMs are well-known to suffer from transaction-ordering issues: adversaries can influence the ordering of user transactions, and possibly front-run them with their own, to extract value from AMMs, to the detriment of users. We devise an effective procedure to construct a strategy through which an adversary can maximize the value extracted from user transactions.
Formal methods and tools have become well established and widely applied to ensure the correctness of fundamental components of industrial critical systems in domains like railways, avionics and automotive. In this Introduction to the special issue, we outline a number of recent achievements concerning the use of formal methods and tools for the specification and verification of critical systems from a variety of industrial domains. These achievements are represented by four properly revised and extended versions of papers that were selected from the 26th International Conference on Formal Methods for Industrial Critical Systems (FMICS 2021).
Internet of Things (IoT) is a network of devices that communicate with each other through the internet and provides intelligence to industry and people. These devices are running in potentially hostile environments, so the need for security is critical. Trust Management aims to ensure the reliability of the network by assigning a trust value in every node indicating its trust level. This paper presents an exhaustive survey of the current Trust Management techniques for IoT, a classification based on the methods used in every work and a discussion of the open challenges and future research directions.
Stefan Leue合作论文数 University of Konstanz;Department of Computer and Information Science10
Mikel Larrea合作论文数Distributed Systems Group
University of the Basque Country, UPV;EHU10
Nicola Dragoni合作论文数Richard Petersens Plads
Building 322, room 0226
Michele Loreti合作论文数Dipartimento di Sistemi ed Informatica5
Ana Sokolova合作论文数University of Salzburg
Department of Computer Sciences4