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Stablecoins have historically depegged due from par to large sales, possibly of speculative nature, or poor reserve asset quality. Using a global game which addresses both concerns, we show that the selling pressure on stablecoin holders…

Trading and Market Microstructure · Quantitative Finance 2026-03-09 Brian Zhu

The realization that selfish interests need to be accounted for in the design of algorithms has produced many contributions in computer science under the umbrella of algorithmic mechanism design. Novel algorithmic properties and paradigms…

Computer Science and Game Theory · Computer Science 2020-07-24 Diodato Ferraioli , Paolo Penna , Carmine Ventre

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

Computer Science and Game Theory · Computer Science 2023-08-22 Sam Ganzfried

Policy makers focus on stable strategies as the ones adopted by rational players. If there are many such solutions an important question is how to select amongst them. We study this question for the Multicommodity Flow Coalition Game, used…

Computer Science and Game Theory · Computer Science 2020-01-29 Coulter Beeson , Bruce Shepherd

Game theoretic equilibria are mathematical expressions of rationality. Rational agents are used to model not only humans and their software representatives, but also organisms, populations, species and genes, interacting with each other and…

Computer Science and Game Theory · Computer Science 2015-05-13 Dusko Pavlovic

In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…

Data Structures and Algorithms · Computer Science 2020-08-11 Shlomo Moran , Irad Yavneh

Additively separable hedonic games and fractional hedonic games have received considerable attention. They are coalition forming games of selfish agents based on their mutual preferences. Most of the work in the literature characterizes the…

Artificial Intelligence · Computer Science 2017-06-29 Michele Flammini , Gianpiero Monaco , Qiang Zhang

Algorithmic robustness refers to the sustained performance of a computational system in the face of change in the nature of the environment in which that system operates or in the task that the system is meant to perform. Below, we motivate…

Artificial Intelligence · Computer Science 2023-11-14 David Jensen , Brian LaMacchia , Ufuk Topcu , Pamela Wisniewski

This paper integrates Austrian capital theory with repeated game theory to examine strategic miner behaviour under different institutional conditions in blockchain systems. It shows that when protocol rules are mutable, effective time…

General Economics · Economics 2025-06-27 Craig Steven Wright

Lottery is a game in which multiple players take chances in the hope of getting some rewards in cash or kind. In addition, from the time of the early civilizations, lottery has also been considered as an apposite method to allocate scarce…

Quantum Physics · Physics 2022-03-24 Sandeep Mishra , Anirban Pathak

Bitcoin and other similar digital currencies on blockchains are not ideal means for payment, because their prices tend to go up in the long term (thus people are incentivized to hoard those currencies), and to fluctuate widely in the short…

Computers and Society · Computer Science 2019-05-17 Kenji Saito , Mitsuru Iwamura

Crypto-currencies are digital assets designed to work as a medium of exchange, e.g., Bitcoin, but they are susceptible to attacks (dishonest behavior of participants). A framework for the analysis of attacks in crypto-currencies requires…

Cryptography and Security · Computer Science 2018-06-11 Krishnendu Chatterjee , Amir Kafshdar Goharshady , Rasmus Ibsen-Jensen , Yaron Velner

Stablecoins face an unresolved trilemma of balancing decentralization, stability, and regulatory compliance. We present a hybrid stabilization protocol that combines crypto-collateralized reserves, algorithmic futures contracts, and…

Cryptography and Security · Computer Science 2025-06-09 Shengwei You , Andrey Kuehlkamp , Jarek Nabrzyski

In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…

Populations and Evolution · Quantitative Biology 2021-02-23 Archan Mukhopadhyay , Sagar Chakraborty

With the increasing adoption of the Proof of Stake (PoS) blockchain, it is timely to study the economy created by such blockchain. In this chapter, we will survey recent progress on the trading and wealth evolution in a cryptocurrency where…

General Economics · Economics 2023-08-30 Wenpin Tang

Many real-world sequential decision-making problems involve critical systems with financial risks and human-life risks. While several works in the past have proposed methods that are safe for deployment, they assume that the underlying…

Machine Learning · Computer Science 2020-12-21 Yash Chandak , Scott M. Jordan , Georgios Theocharous , Martha White , Philip S. Thomas

This whitepaper introduces RIV Coin, a cryptocurrency that is fully stabilized by a diversified portfolio of invested reserves that are evaluated by professional independent third parties, and auditable and provable by the protocol. It is…

General Finance · Quantitative Finance 2025-05-13 Roberto Rivera , Guido Rocco , Massimiliano Marzo , Enrico Talin , Ammar Elsabe

Smart contracts are computer programs that are executed by a network of mutually distrusting agents, without the need of an external trusted authority. Smart contracts handle and transfer assets of considerable value (in the form of…

Programming Languages · Computer Science 2018-06-19 Krishnendu Chatterjee , Amir Kafshdar Goharshady , Yaron Velner

Proof-of-Work (PoW) is the most widely adopted incentive model in current blockchain systems, which unfortunately is energy inefficient. Proof-of-Stake (PoS) is then proposed to tackle the energy issue. The rich-get-richer concern of PoS…

Cryptography and Security · Computer Science 2021-03-31 Yuming Huang , Jing Tang , Qianhao Cong , Andrew Lim , Jianliang Xu

Evolutionarily stable strategy (ESS) is an important solution concept in game theory which has been applied frequently to biological models. Informally an ESS is a strategy that if followed by the population cannot be taken over by a…

Computer Science and Game Theory · Computer Science 2019-01-18 Sam Ganzfried