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Strategies related to the blockchain concept of Extractable Value (MEV/BEV), such as arbitrage, front-, or back-running create strong economic incentives for network nodes to reduce latency. Modified nodes, that minimize transaction…

Cryptography and Security · Computer Science 2025-02-10 Taro Tsuchiya , Liyi Zhou , Kaihua Qin , Arthur Gervais , Nicolas Christin

In a combinatorial auction with item bidding, agents participate in multiple single-item second-price auctions at once. As some items might be substitutes, agents need to strategize in order to maximize their utilities. A number of results…

Computer Science and Game Theory · Computer Science 2017-04-17 Paul Dütting , Thomas Kesselheim

We study sequential procurement auctions where the sellers are provided with a ``best and final offer'' (BAFO) strategy. This strategy allows each seller $i$ to effectively ``freeze'' their price while remaining active in the auction, and…

Computer Science and Game Theory · Computer Science 2025-03-17 Vasilis Gkatzelis , Randolph Preston McAfee , Renato Paes Leme

Mining processes of Bitcoin and similar cryptocurrencies are currently incentivized with voluntary transaction fees and fixed block rewards which will halve gradually to zero. In the setting where optional and arbitrary transaction fee…

Cryptography and Security · Computer Science 2022-07-14 Tiantian Gong , Mohsen Minaei , Wenhai Sun , Aniket Kate

Blockchain protocols often seek to procure computationally challenging work from a decentralized set of participants. While there are simple procurement auctions that result in the minimal cost of acquisition and maximal efficiency, they…

Computer Science and Game Theory · Computer Science 2026-03-31 Pranav Garimidi , Michael Neuder , Tim Roughgarden

As the next-generation Internet paradigm, the metaverse can provide users with immersive physical-virtual experiences without spatial limitations. However, there are various concerns to be overcome, such as resource allocation, resource…

Computer Science and Game Theory · Computer Science 2025-02-18 Zhanpeng Zhu , Feilong Lin , Changbing Tang , Zhongyu Chen

We present and validate a novel mathematical model of the blockchain mining process and use it to conduct an economic evaluation of the double-spend attack, which is fundamental to all blockchain systems. Our analysis focuses on the value…

Cryptography and Security · Computer Science 2016-11-22 George Bissias , Brian Neil Levine , A. Pinar Ozisik , Gavin Andresen

Auction theories are believed to provide a better selling opportunity for the resources to be allocated. Various organizations have taken measures to increase trust among participants towards their auction system, but trust alone cannot…

Theoretical Economics · Economics 2021-02-09 Ravin Kumar

We consider the sale of a single item to multiple buyers by a revenue-maximizing seller. Recent work of Akbarpour and Li formalizes \emph{credibility} as an auction desideratum, and prove that the only optimal, credible, strategyproof…

Computer Science and Game Theory · Computer Science 2023-10-31 Matheus V. X. Ferreira , S. Matthew Weinberg

We establish a Stackelberg attack by Liquidity Providers against Governance of an AMM, leveraging forking and commitments through a Grim Forker smart contract. We produce a dynamic, block-by-block model of AMM reserves and trading volume in…

Computer Science and Game Theory · Computer Science 2024-12-17 Alexandre Hajjar

Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each bidder offers a price for some subset of the available…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Karhan Akcoglu , James Aspnes , Bhaskar DasGupta , Ming-Yang Kao

On ad exchange platforms the place for advertisement is sold through different kinds of auctions. However, it is not uncommon the situation where the seller repeatedly encounters only one buyer, thus the posted price auction degenerates…

Computer Science and Game Theory · Computer Science 2019-02-05 Nikita Kalinin

We consider a revenue-maximizing seller with a single item for sale to multiple buyers with i.i.d. valuations. Akbarpour and Li (2020) show that the only optimal, credible, strategyproof auction is the ascending price auction with reserves…

Computer Science and Game Theory · Computer Science 2023-10-31 Meryem Essaidi , Matheus V. X. Ferreira , S. Matthew Weinberg

High-frequency trading, in both traditional and decentralized markets, induces latency races and redundant order flow as traders spend resources to win time-sensitive opportunities. We show that auctioning artificial time priority can…

Computer Science and Game Theory · Computer Science 2026-02-17 Agostino Capponi , Brian Zhu

Today, many auctions are carried out with the help of intermediary platforms like Google and eBay. We refer to such auctions as platform-assisted auctions.Traditionally, the auction theory literature mainly focuses on designing auctions…

Computer Science and Game Theory · Computer Science 2025-01-07 Hao Chung , Ke Wu , Elaine Shi

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…

Computer Science and Game Theory · Computer Science 2025-09-01 Mohammad Rashid , Omid Rafieian , Soheil Ghili

We propose a model for games in which the players have shared access to a blockchain that allows them to deploy smart contracts to act on their behalf. This changes fundamental game-theoretic assumptions about rationality since a contract…

Computer Science and Game Theory · Computer Science 2023-04-05 Mathias Hall-Andersen , Nikolaj I. Schwartzbach

Rollups have become the de facto scalability solution for Ethereum, securing more than $55B in assets. They achieve scale by executing transactions on a Layer 2 ledger, while periodically posting data and finalizing state on the Layer 1,…

Cryptography and Security · Computer Science 2025-09-23 Stefanos Chaliasos , Conner Swann , Sina Pilehchiha , Nicolas Mohnblatt , Benjamin Livshits , Assimakis Kattis

Recently we could see several institutions coming together to create consortium based blockchain networks such as Hyperledger. Although for applications of blockchain such as Bitcoin, Litcoin, etc. the majority-attack might not be a great…

Cryptography and Security · Computer Science 2018-06-15 Somdip Dey

The standard framework of online bidding algorithm design assumes that the seller commits himself to faithfully implementing the rules of the adopted auction. However, the seller may attempt to cheat in execution to increase his revenue if…

Computer Science and Game Theory · Computer Science 2023-11-28 Qian Wang , Xuanzhi Xia , Zongjun Yang , Xiaotie Deng , Yuqing Kong , Zhilin Zhang , Liang Wang , Chuan Yu , Jian Xu , Bo Zheng