Related papers: Multi-Agent Dynamic Pricing in a Blockchain Protoc…
Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…
We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…
A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…
Contextual bandits algorithms aim to choose the optimal arm with the highest reward out of a set of candidates based on the contextual information. Various bandit algorithms have been applied to real-world applications due to their ability…
We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…
The Bitcoin transaction graph is a public data structure organized as transactions between addresses, each associated with a logical entity. In this work, we introduce a complete probabilistic model of the Bitcoin Blockchain. We first…
Blockchain technology has the characteristics of decentralization, traceability and tamper-proof, which creates a reliable decentralized trust mechanism, further accelerating the development of blockchain finance. However, the anonymization…
We study a decentralized collaborative requesting problem that aims to optimize the information freshness of time-sensitive clients in edge networks consisting of multiple clients, access nodes (ANs), and servers. Clients request content…
We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experience with items that are auctioned repeatedly over an infinite…
Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…
With the popularity of cryptocurrencies and the remarkable development of blockchain technology, decentralized applications emerged as a revolutionary force for the Internet. Meanwhile, decentralized applications have also attracted intense…
Achieving a successful energetic transition through a smarter and greener electricity grid is a major goal for the 21st century. It is assumed that such smart grids will be characterized by bidirectional electricity flows coupled with the…
In this paper, we introduce a new online decision making paradigm that we call Thresholding Graph Bandits. The main goal is to efficiently identify a subset of arms in a multi-armed bandit problem whose means are above a specified…
The dynamic allocation problem, also known as the `multi-armed bandit' problem, simulates a situation in which an agent is faced with a tradeoff between actions that yield an immediate reward and actions whose benefits can only be perceived…
Blockchain uses the idea of storing transaction data in the form of a distributed ledger wherein each node in the network stores a current copy of the sequence of transactions in the form of a hash chain. This requirement of storing the…
Securities lending is an important part of the financial market structure, where agent lenders help long term institutional investors to lend out their securities to short sellers in exchange for a lending fee. Agent lenders within the…
We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a $d$-regular graph. Every edge in the graph has probabilistic weight $p$ to account for the…
Blockchains enables tamper-proof, ordered logging for transactional data in a decentralized manner over open-access, overlay peer-to-peer networks. In this paper, we propose a decentralized framework of proactive caching in a hierarchical…
We consider the problem of dynamic pricing with limited supply. A seller has $k$ identical items for sale and is facing $n$ potential buyers ("agents") that are arriving sequentially. Each agent is interested in buying one item. Each…
Edge Computing (EC) offers a superior user experience by positioning cloud resources in close proximity to end users. The challenge of allocating edge resources efficiently while maximizing profit for the EC platform remains a sophisticated…