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Application of cyber technologies improves the quality of monitoring and decision making in smart grid. These cyber technologies are vulnerable to malicious attacks, and compromising them can have serious technical and economical problems. This paper specifies the effect of compromising each measurement on the prices of electricity, so that the attacker is able to change the prices in the desired direction (increasing or decreasing). Attacking and defending all measurements are impossible for attacker and defender, respectively. This situation is modeled as a zero - sum game between the attacker and defender.
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