English
Related papers

Related papers: Rational Ponzi Games in Algorithmic Stablecoin

200 papers

In game theory, an Evolutionarily Stable Set (ES set) is a set of Nash Equilibrium (NE) strategies that give the same payoffs. Similar to an Evolutionarily Stable Strategy (ES strategy), an ES set is also a strict NE. This work investigates…

Quantum Physics · Physics 2015-01-19 Tina Yu , Radel Ben-Av

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

Computer Science and Game Theory · Computer Science 2022-07-08 Lucas Baudin , Rida Laraki

We study graphs and two-player games in which rewards are assigned to states, and the goal of the players is to satisfy or dissatisfy certain property of the generated outcome, given as a mean payoff property. Since the notion of…

Logic in Computer Science · Computer Science 2016-04-22 Tomáš Brázdil , Vojtěch Forejt , Antonín Kučera , Petr Novotný

Blockchains have witnessed widespread adoption in the past decade in various fields. The growing demand makes their scalability and sustainability challenges more evident than ever. As a result, more and more blockchains have begun to adopt…

Computer Science and Game Theory · Computer Science 2021-07-12 Shashank Motepalli , Hans-Arno Jacobsen

As we show by using notions of equilibrium in infinite sequential games, crashes or financial escalations are rational for economic or environmental agents, who have a vision of an infinite world. This contradicts a picture of a…

Computer Science and Game Theory · Computer Science 2012-04-27 Pierre Lescanne

We say that an algorithm is stable if small changes in the input result in small changes in the output. This kind of algorithm stability is particularly relevant when analyzing and visualizing time-varying data. Stability in general plays…

Data Structures and Algorithms · Computer Science 2025-03-10 Wouter Meulemans , Bettina Speckmann , Kevin Verbeek , Jules Wulms

In today's programmable blockchains, smart contracts are limited to being deterministic and non-probabilistic. This lack of randomness is a consequential limitation, given that a wide variety of real-world financial contracts, such as…

Computer Science and Game Theory · Computer Science 2019-02-22 Krishnendu Chatterjee , Amir Kafshdar Goharshady , Arash Pourdamghani

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Cryptocurrencies that are based on Proof-of-Work (PoW) often rely on special purpose hardware to perform so-called mining operations that secure the system, with miners receiving freshly minted tokens as a reward for their work. A notable…

Cryptography and Security · Computer Science 2023-10-20 Aviv Yaish , Aviv Zohar

Stablecoins - crypto tokens whose value is pegged to a real-world asset such as the US Dollar - are an important component of the DeFi ecosystem as they mitigate the impact of token price volatility. In crypto-backed stablecoins, the peg is…

Cryptography and Security · Computer Science 2024-05-15 Bretislav Hajek , Daniel Reijsbergen , Anwitaman Datta , Jussi Keppo

Standard real options theory predicts delay in exercising the option to invest or deploy when extreme asset volatility or technological uncertainty are present. However, in the current race to develop artificial general intelligence (AGI),…

Risk Management · Quantitative Finance 2026-05-19 David Tan

The stable allocation problem is one of the broadest extensions of the well-known stable marriage problem. In an allocation problem, edges of a bipartite graph have capacities and vertices have quotas to fill. Here we investigate the case…

Discrete Mathematics · Computer Science 2014-07-14 Agnes Cseh , Martin Skutella

Proof-of-stake (PoS) is a promising approach for designing efficient blockchains, where block proposers are randomly chosen with probability proportional to their stake. A primary concern with PoS systems is the "rich getting richer"…

Cryptography and Security · Computer Science 2018-10-17 Giulia Fanti , Leonid Kogan , Sewoong Oh , Kathleen Ruan , Pramod Viswanath , Gerui Wang

In this paper we consider multi-agent coalitional games with uncertain value functions for which we establish distribution-free guarantees on the probability of allocation stability, i.e., agents do not have incentives to defect from the…

Optimization and Control · Mathematics 2022-06-24 George Pantazis , Filippo Fabiani , Filiberto Fele , Kostas Margellos

This paper introduces JANUS, a Stablecoin 3.0 protocol designed to address the stablecoin trilemma--simultaneously improving decentralization (D), capital efficiency (E), and safety-stability (S). Building upon insights from previous…

Computational Engineering, Finance, and Science · Computer Science 2024-12-25 Stylianos Kampakis

In May 2022, an apparent speculative attack, followed by market panic, led to the precipitous downfall of UST, one of the most popular stablecoins at that time. However, UST is not the only stablecoin to have been depegged in the past.…

Computer Science and Game Theory · Computer Science 2023-07-26 Yujin Kwon , Kornrapat Pongmala , Kaihua Qin , Ariah Klages-Mundt , Philipp Jovanovic , Christine Parlour , Arthur Gervais , Dawn Song

With market capitalization exceeding USD250 billion by mid-2025, stablecoins have evolved from a crypto-focused innovation into a vital component of the global monetary structure. This paper identifies the characteristics of stablecoins…

General Finance · Quantitative Finance 2025-10-14 Hongzhe Wen , Songbai Li , R. S. M. Lau , Jamie Zhang

Fairness in AI is traditionally studied as a static property evaluated once, over a fixed dataset. However, real-world AI systems operate sequentially, with outcomes and environments evolving over time. This paper proposes a framework for…

Artificial Intelligence · Computer Science 2025-07-29 Filip Cano , Thomas A. Henzinger , Konstantin Kueffner

The Non-Fungible Token (NFT) is viewed as one of the important applications of blockchain technology. Although NFT has a large market scale and multiple practical standards, several limitations of the existing mechanism in NFT markets…

Computer Science and Game Theory · Computer Science 2022-08-02 Hongyin Chen , Yukun Cheng , Xiaotie Deng , Wenhan Huang , Linxuan Rong

Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or…

Mathematical Finance · Quantitative Finance 2018-05-09 Carey Caginalp