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The rise of fast communication media both at the core and at the edge has resulted in unprecedented numbers of sophisticated and intelligent wireless IoT devices. Tactile Internet has enabled the interaction between humans and machines…
Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…
We study adversarial attacks that manipulate the reward signals to control the actions chosen by a stochastic multi-armed bandit algorithm. We propose the first attack against two popular bandit algorithms: $\epsilon$-greedy and UCB,…
Motivated by demand-side management in smart grids, a decentralized controlled Markov chain formulation is proposed to model a homogeneous population of users with binary demands (i.e., off or on). The binary demands often arise in…
We consider a ubiquitous scenario in the study of Influence Maximization (IM), in which there is limited knowledge about the topology of the diffusion network. We set the IM problem in a multi-round diffusion campaign, aiming to maximize…
We consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose…
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…
Restless multi-armed bandits are often used to model budget-constrained resource allocation tasks where receipt of the resource is associated with an increased probability of a favorable state transition. Prior work assumes that individual…
We introduce a new graphical bilinear bandit problem where a learner (or a \emph{central entity}) allocates arms to the nodes of a graph and observes for each edge a noisy bilinear reward representing the interaction between the two end…
In e-commerce industry, graph neural network methods are the new trends for transaction risk modeling.The power of graph algorithms lie in the capability to catch transaction linking network information, which is very hard to be captured by…
Blockchain protocols incentivize participation through monetary rewards, assuming rational actors behave honestly to maximize their gains. However, attackers may attempt to harm others even at personal cost. These denial of profit attacks…
We consider a profit maximization problem in an urban mobility on-demand service, of which the operator owns a fleet, provides both exclusive and shared trip services, and dynamically determines prices of offers. With knowledge of the…
The use of blockchains for automated and adversarial trading has become commonplace. However, due to the transparent nature of blockchains, an adversary is able to observe any pending, not-yet-mined transactions, along with their execution…
We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…
For marketing, we sometimes need to recommend content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page…
We consider a dynamic pricing problem under unknown demand models. In this problem a seller offers prices to a stream of customers and observes either success or failure in each sale attempt. The underlying demand model is unknown to the…
The development of quantum information platforms such as quantum computers and quantum simulators that will rival classical Turing computations are typically viewed as a threat to secure data transmissions and therefore to crypto-systems…
While many distributed consensus protocols provide robust liveness and consistency guarantees under the presence of malicious actors, quantitative estimates of how economic incentives affect security are few and far between. In this paper,…
We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…
Directed Acyclic Graph (DAG) based Distributed Ledgers can be useful in a number of applications in the IoT domain. A distributed ledger should serve as an immutable and irreversible record of transactions, however, a DAG structure is a…