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Parallel Proof-of-Work (PoW) protocols have been suggested in the literature to improve the safety guarantees, transaction throughput and confirmation latencies of Nakamoto consensus. In this work, we first consider the existing parallel…

Cryptography and Security · Computer Science 2026-01-09 Mustafa Doger , Sennur Ulukus

In order to collaborate safely and efficiently, robots need to anticipate how their human partners will behave. Some of today's robots model humans as if they were also robots, and assume users are always optimal. Other robots account for…

Robotics · Computer Science 2020-01-14 Minae Kwon , Erdem Biyik , Aditi Talati , Karan Bhasin , Dylan P. Losey , Dorsa Sadigh

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or "arms") to users (or "agents"). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit…

Information Retrieval · Computer Science 2024-06-19 Xiaowu Dai , Wenlu Xu , Yuan Qi , Michael I. Jordan

Many practical optimization problems involve uncertain parameters that are strictly positive. However, the most common uncertainty sets used in robust optimization are the box and the ellipsoidal sets, which may include non-positive values…

Optimization and Control · Mathematics 2026-04-29 Tatsuya Tanaka , Huimin Li , Shota Yamanaka , Ellen H. Fukuda , Nobuo Yamashita

The takeoff point for this paper is the voluminous body of literature addressing recursive betting games with expected logarithmic growth of wealth being the performance criterion. Whereas almost all existing papers involve use of linear…

Optimization and Control · Mathematics 2024-01-17 Anton V. Proskurnikov , B. Ross Barmish

Modern blockchains face a scalability challenge due to the intrinsic throughput limitations of consensus protocols. Layer 2 optimistic rollups (L2) are a faster alternative that offer the same interface in terms of smart contract…

Cryptography and Security · Computer Science 2024-06-05 Margarita Capretto , Martín Ceresa , Antonio Fernández Anta , Pedro Moreno-Sánchez , César Sánchez

This paper revisits the classic instrument choice problem in a setting with consumption externalities, through the lens of robust mechanism design. A regulator can implement any incentive-compatible policy but is uncertain about how…

General Economics · Economics 2026-03-18 Zi Yang Kang

We present novel online mechanisms for traffic intersection auctions in which users bid for priority service. We assume that users at the front of their lane are requested to declare their delay cost, i.e. value of time, and that users are…

Computer Science and Game Theory · Computer Science 2020-10-15 David Rey , Michael W Levin , Vinayak V Dixit

Efficient exploration remains a central challenge in reinforcement learning (RL), particularly in sparse-reward environments. We introduce Optimistic World Models (OWMs), a principled and scalable framework for optimistic exploration that…

Machine Learning · Computer Science 2026-02-11 Akshay Mete , Shahid Aamir Sheikh , Tzu-Hsiang Lin , Dileep Kalathil , P. R. Kumar

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characterization of the limit set of equilibrium…

Probability · Mathematics 2012-04-03 Jerome Renault , Eilon Solan , Nicolas Vieille

There is a broad recognition that commitment-based mechanisms can promote coordination and cooperative behaviours in both biological populations and self-organised multi-agent systems by making individuals' intentions explicit prior to…

Computer Science and Game Theory · Computer Science 2025-09-15 Ndidi Bianca Ogbo , Zhao Song , The Anh Han

We introduce a model for a market based economic system of cyber-risk valuation to correct fundamental problems of incentives within the information technology and information processing industries. We assess the makeup of the current day…

Cryptography and Security · Computer Science 2016-05-02 Timothy J. O'Shea , Adam Mondl , T. Charles. Clancy

We consider the situation where multiple transportation service providers cooperate to offer an integrated multi-modal platform to enhance the convenience to the passengers through ease in multi-modal journey planning, payment, and first…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Yuntian Deng , Shiping Shao , Archak Mittal , Richard Twumasi-Boakye , James Fishelson , Abhishek Gupta , Ness B. Shroff

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

Both conventional wisdom and empirical evidence suggests that arranging a prior commitment or agreement before an interaction enhances the chance of reaching mutual cooperation. Yet it is not clear what mechanisms can promote the…

Dynamical Systems · Mathematics 2022-02-28 The Anh Han

Model-based reinforcement learning algorithms with probabilistic dynamical models are amongst the most data-efficient learning methods. This is often attributed to their ability to distinguish between epistemic and aleatoric uncertainty.…

Machine Learning · Computer Science 2020-12-02 Sebastian Curi , Felix Berkenkamp , Andreas Krause

We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], we model a set of financial institutions having Value at Risk…

General Economics · Economics 2018-07-23 Piero Mazzarisi , Fabrizio Lillo , Stefano Marmi

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti