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Related papers: Stackelberg Attack on Protocol Fee Governance

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Smart contract security has progressed from vulnerability detection toward a broader research agenda that includes semantic reasoning, automated repair, adversarial robustness, and real-time exploit detection. This paper develops a…

Cryptography and Security · Computer Science 2026-05-19 Tamer Abdelaziz

Stablecoins are a class of cryptocurrencies which aim at providing consistency and predictability, typically by pegging the token's value to that of a real world asset. Designing resilient decentralized stablecoins is a challenge, and…

Computer Science and Game Theory · Computer Science 2024-10-30 Nicholas Strohmeyer , Sriram Vishwanath , David Fridovich-Keil

Automated market makers (AMMs) have emerged as the dominant market mechanism for trading on decentralized exchanges implemented on blockchains. This paper presents a single mechanism that targets two important unsolved problems for AMMs:…

Trading and Market Microstructure · Quantitative Finance 2025-02-13 Austin Adams , Ciamac C. Moallemi , Sara Reynolds , Dan Robinson

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

We describe a plausible probabilistic model for a blockchain queueing environment in which rational, profit-maximising schedulers impose adversarial disciplines on incoming messages containing a payload that encodes a state transition in a…

Probability · Mathematics 2023-02-17 Andrew W. Macpherson

Recent research efforts indicate that federated learning (FL) systems are vulnerable to a variety of security breaches. While numerous defense strategies have been suggested, they are mainly designed to counter specific attack patterns and…

Cryptography and Security · Computer Science 2025-12-19 Henger Li , Tianyi Xu , Tao Li , Yunian Pan , Quanyan Zhu , Zizhan Zheng

We construct an empirically founded model of a repo trade intermediated by two broker-dealers and prove multiple equilibrium and the existence of equilibrium at the joint profit maximizing volume of trade. We then present a smart contract…

Theoretical Economics · Economics 2026-04-21 Daniel Aronoff , Robert M. Townsend

Given the low throughput of blockchains like Bitcoin and Ethereum, scalability - the ability to process an increasing number of transactions - has become a central focus of blockchain research. One promising approach is the parallelization…

Computer Science and Game Theory · Computer Science 2025-08-11 Bahar Acilan , Andrei Constantinescu , Lioba Heimbach , Roger Wattenhofer

Access control is a fundamental component of the design of distributed ledgers, influencing many aspects of their design, such as fairness, efficiency, traditional notions of network security, and adversarial attacks such as…

Cryptography and Security · Computer Science 2021-07-22 Lianna Zhao , Luigi Vigneri , Andrew Cullen , William Sanders , Pietro Ferraro , Robert Shorten

The long-term success of cryptocurrencies largely depends on the incentive compatibility provided to the validators. Bribery attacks, facilitated trustlessly via smart contracts, threaten this foundation. This work introduces, implements,…

Cryptography and Security · Computer Science 2026-01-14 Bence Soóki-Tóth , István András Seres , Kamilla Kara , Ábel Nagy , Balázs Pejó , Gergely Biczók

Order fairness in distributed ledgers refers to properties that relate the order in which transactions are sent or received to the order in which they are eventually finalized, i.e., totally ordered. The study of such properties is…

Cryptography and Security · Computer Science 2025-03-18 Erwan Mahe , Sara Tucci-Piergiovanni

In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our…

Optimization and Control · Mathematics 2026-04-14 Agustín Muñoz González , Juan I. Sequeira , Rafael Orive Illera

We develop several innovations to bring the best practices of traditional investment funds to the blockchain landscape. Specifically, we illustrate how: 1) fund prices can be updated regularly like mutual funds; 2) performance fees can be…

Cryptography and Security · Computer Science 2024-07-30 Ravi Kashyap

This paper considers the problem of security allocation in a networked control system under stealthy attacks. The system is comprised of interconnected subsystems represented by vertices. A malicious adversary selects a single vertex on…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Anh Tung Nguyen , André M. H. Teixeira , Alexander Medvedev

Stablecoins have turned out to be the "killer" use case of the growing digital asset space. However, risk management frameworks, including regulatory ones, have been largely absent. In this paper, we address the critical question of…

Risk Management · Quantitative Finance 2024-01-25 Marcel Bluhm , Adrian Cachinero Vasiljević , Sébastien Derivaux , Søren Terp Hørlück Jessen

We study a multi-player one-round game termed Stackelberg Network Pricing Game, in which a leader can set prices for a subset of $m$ priceable edges in a graph. The other edges have a fixed cost. Based on the leader's decision one or more…

Data Structures and Algorithms · Computer Science 2008-02-21 Patrick Briest , Martin Hoefer , Piotr Krysta

In blockchain, bribery is an inevitable problem since users with various goals can bribe miners by transferring cryptoassets. To alleviate the negative effects of such collusion, Ethereum blockchain implemented new transaction fee mechanism…

Cryptography and Security · Computer Science 2022-06-07 Xiaotong Sun

In this paper, the problem of grid-to-vehicle energy exchange between a smart grid and plug-in electric vehicle groups (PEVGs) is studied using a noncooperative Stackelberg game. In this game, on the one hand, the smart grid that acts as a…

Computer Science and Game Theory · Computer Science 2012-08-06 Wayes Tushar , Walid Saad , H. Vincent Poor , David. B. Smith

We consider the impact of trading fees on the profits of arbitrageurs trading against an automated market maker (AMM) or, equivalently, on the adverse selection incurred by liquidity providers (LPs) due to arbitrage. We extend the model of…

Mathematical Finance · Quantitative Finance 2025-07-24 Jason Milionis , Ciamac C. Moallemi , Tim Roughgarden

The development of blockchain technologies has enabled the trustless execution of so-called smart contracts, i.e. programs that regulate the exchange of assets (e.g., cryptocurrency) between users. In a decentralized blockchain, the state…

Programming Languages · Computer Science 2020-04-28 Massimo Bartoletti , Letterio Galletta , Maurizio Murgia
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