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Related papers: Redesigning Bitcoin's fee market

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We study methods to enhance statistical privacy in blockchain transactions. We analyze economic mechanisms for privacy-aware transaction owners whose utility depends not only on the outcome of the mechanism but also negatively on the…

Computer Science and Game Theory · Computer Science 2026-05-19 Georgios Chionas , Olga Gorelkina , Piotr Krysta , Rida Laraki

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

Transaction Fee Mechanism Design studies auctions run by untrusted miners for transaction inclusion in a blockchain. Under previously-considered desiderata, an auction is considered `good' if, informally-speaking, each party (i.e., the…

Computer Science and Game Theory · Computer Science 2024-10-25 Aadityan Ganesh , Clayton Thomas , S. Matthew Weinberg

With the widespread adoption of blockchain technology, the transaction fee mechanism (TFM) in blockchain systems has become a prominent research topic. An ideal TFM should satisfy user incentive compatibility (UIC), miner incentive…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-28 Kun Li , Guangpeng Qi , Guangyong Shang , Wanli Deng , Minghui Xu , Xiuzhen Cheng

The incentive-compatibility properties of blockchain transaction fee mechanisms have been investigated with *passive* block producers that are motivated purely by the net rewards earned at the consensus layer. This paper introduces a model…

Computer Science and Game Theory · Computer Science 2023-10-04 Maryam Bahrani , Pranav Garimidi , Tim Roughgarden

In this paper we describe the various scoring systems used to calculate rewards of participants in Bitcoin pooled mining, explain the problems each were designed to solve and analyze their respective advantages and disadvantages.

Distributed, Parallel, and Cluster Computing · Computer Science 2011-12-22 Meni Rosenfeld

Bitcoin is a decentralised digital currency that serves as an alternative to existing transaction systems based on an external central authority for security. Although Bitcoin has many desirable properties, one of its fundamental…

Cryptography and Security · Computer Science 2019-10-07 Georgios Birmpas , Elias Koutsoupias , Philip Lazos , Francisco J. Marmolejo-Cossío

The Bitcoin protocol is a significant milestone in the history of money. However, its adoption is currently constrained by the transaction limits of the system. As the chief problem of blockchain technology, the scaling issue has attracted…

Cryptography and Security · Computer Science 2019-04-03 Kazım Rıfat Özyılmaz , Harsh Patel , Ankit Malik

This paper studies some basic problems in a multiple-object auction model using methodologies from theoretical computer science. We are especially concerned with situations where an adversary bidder knows the bidding algorithms of all the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Ming-Yang Kao , Junfeng Qi , Lei Tan

In the cryptographic currency Bitcoin, all transactions are recorded in the blockchain - a public, global, and immutable ledger. Because transactions are public, Bitcoin and its users employ obfuscation to maintain a degree of financial…

Computers and Society · Computer Science 2017-06-30 Arvind Narayanan , Malte Möser

The Maker Protocol is a decentralized finance application that enables collateralized lending. The application uses open-bid, second-price auctions to complete its loan liquidation process. In this paper, we develop a bidding function for…

Trading and Market Microstructure · Quantitative Finance 2021-05-27 Michael Darlin , Nikolaos Papadis , Leandros Tassiulas

As an emerging decentralized secure data management platform, blockchain has gained much popularity recently. To maintain a canonical state of blockchain data record, proof-of-work based consensus protocols provide the nodes, referred to as…

Computer Science and Game Theory · Computer Science 2020-03-30 Yutao Jiao , Ping Wang , Dusit Niyato , Kongrath Suankaewmanee

Miners in a blockchain system are suffering from ever-increasing storage costs, which in general have not been properly compensated by the users' transaction fees. This reduces the incentives for the miners' participation and may jeopardize…

Computer Science and Game Theory · Computer Science 2021-08-24 Yunshu Liu , Zhixuan Fang , Man Hon Cheung , Wei Cai , Jianwei Huang

Blockchain is rapidly emerging as an important class of network application, with a unique set of trust, security and transparency properties. In a blockchain system, participants record and update the `server-side' state of an application…

Networking and Internet Architecture · Computer Science 2022-05-24 Yifan Mao , Shaileshh Bojja Venkatakrishnan

Second-price auctions with deposits are frequently used in blockchain environments. An auction takes place on-chain: bidders deposit an amount that fully covers their bid (but possibly exceeds it) in a smart contract. The deposit is used as…

Computer Science and Game Theory · Computer Science 2022-07-19 Jan Christoph Schlegel , Akaki Mamageishvili

We model the ultimate price paid by users of a decentralized ledger as resulting from a two-stage game where Miners (/Proposers/etc.) first purchase blockspace via a Tullock contest, and then price that space to users. When analyzing our…

Computer Science and Game Theory · Computer Science 2025-12-29 Amit Levy , S. Matthew Weinberg , Chenghan Zhou

BitCoin transactions are malleable in a sense that given a transaction an adversary can easily construct an equivalent transaction which has a different hash. This can pose a serious problem in some BitCoin distributed contracts in which…

Cryptography and Security · Computer Science 2013-12-12 Marcin Andrychowicz , Stefan Dziembowski , Daniel Malinowski , Łukasz Mazurek

In this paper, we present a pricing mechanism that aligns incentives of agents who exchange resources on a decentralized ledger with the goal of maximizing transaction throughput. Subdividing a blockchain ledger into shards promises to…

Systems and Control · Electrical Eng. & Systems 2020-09-02 James R. Riehl , Jonathan Ward

We study the optimal mechanism design problem faced by a market intermediary who makes revenue by connecting buyers and sellers. We first show that the optimal intermediation protocol has substantial structure: it is the solution to an…

Computer Science and Game Theory · Computer Science 2012-10-12 Kamal Jain , Christopher A. Wilkens

Blockchains are widely used for secure transaction processing, but their scalability remains limited, and existing multichain designs are typically static even as demand and capacity shift. We cast blockchain configuration as a multiagent…

Cryptography and Security · Computer Science 2026-02-27 Nimrod Talmon , Haim Zysberg
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