Related papers: An Improved Algorithm to Identify More Arbitrage O…
This paper studies an optimal trading problem that incorporates the trader's market view on the terminal asset price distribution and uninformative noise embedded in the asset price dynamics. We model the underlying asset price evolution by…
Blockchain technology has revolutionized financial markets by enabling decentralized exchanges (DEXs) that operate without intermediaries. Uniswap V2, a leading DEX, facilitates the rapid creation and trading of new tokens, which offer high…
Automated Market Makers (AMMs) are essential in Decentralized Finance (DeFi) as they match liquidity supply with demand. They function through liquidity providers (LPs) who deposit assets into liquidity pools. However, the asset trading…
We present FairTraDEX, a decentralized exchange (DEX) protocol based on frequent batch auctions (FBAs), which provides formal game-theoretic guarantees against extractable value. FBAs when run by a trusted third-party provide unique…
The widespread adoption of digital distribution channels both enables and forces more and more logistical service providers to manage booking processes actively to maintain competitiveness. As a result, their operational planning is no…
Multi-robot collaboration has become a needed component in unknown environment exploration due to its ability to accomplish various challenging situations. Potential-field-based methods are widely used for autonomous exploration because of…
Multi-agent coordination in automated warehouses and logistics is commonly modeled as the Multi-Agent Path Finding (MAPF) problem. Closed-loop MAPF algorithms improve scalability by planning only the next movement and replanning online, but…
In this paper, we use reinforcement learning to find effective decoding strategies for binary linear codes. We start by reviewing several iterative decoding algorithms that involve a decision-making process at each step, including…
We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…
In this study, a contextual multi-armed bandit (CMAB)-based decentralized channel exploration framework disentangling a channel utility function (i.e., reward) with respect to contending neighboring access points (APs) is proposed. The…
In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…
Automated Market Maker (AMM)-based Decentralized Exchanges (DEXs) are crucial in Decentralized Finance (DeFi), but Ethereum implementations suffer from high transaction costs and price synchronization challenges. To address these…
Multi-Agent Path Finding (MAPF) requires collision-free trajectories for multiple agents on a shared graph, often with the objective of minimizing the sum-of-costs (SOC). Many optimal and bounded-suboptimal solvers rely on time-expanded…
This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…
Blockchains, and specifically smart contracts, have promised to create fair and transparent trading ecosystems. Unfortunately, we show that this promise has not been met. We document and quantify the widespread and rising deployment of…
In this paper, we study a nonconvex continuous relaxation of MAP inference in discrete Markov random fields (MRFs). We show that for arbitrary MRFs, this relaxation is tight, and a discrete stationary point of it can be easily reached by a…
In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with…
An efficient method for solving large nonlinear problems combines Newton solvers and Domain Decomposition Methods (DDM). In the DDM framework, the boundary conditions can be chosen to be primal, dual or mixed. The mixed approach presents…
We study bilateral trade with a broker, where a buyer and seller interact exclusively through the broker. The broker strategically maximizes her payoff through arbitrage by trading with the buyer and seller at different prices. We study…
Pricing of exotic financial derivatives, such as Asian and multi-asset American basket options, poses significant challenges for standard numerical methods such as binomial trees or Monte Carlo methods. While the former often scales…