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Related papers: Optimal RANDAO Manipulation in Ethereum

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Ethereum 2.0 is a major upgrade to improve its scalability, throughput, and security. In this version, RANDAO is the scheme to randomly select the users who propose, confirm blocks, and get rewards. However, a vulnerability, referred to as…

Cryptography and Security · Computer Science 2024-03-15 Do Hai Son , Tran Thi Thuy Quynh , Le Quang Minh

Cryptographic Self-Selection is a paradigm employed by modern Proof-of-Stake consensus protocols to select a block-proposing "leader." Algorand [Chen and Micali, 2019] proposes a canonical protocol, and Ferreira et al. [2022] establish…

Computer Science and Game Theory · Computer Science 2024-06-24 Matheus V. X. Ferreira , Aadityan Ganesh , Jack Hourigan , Hannah Huh , S. Matthew Weinberg , Catherine Yu

Given the return series for a set of instruments, a \emph{trading strategy} is a switching function that transfers wealth from one instrument to another at specified times. We present efficient algorithms for constructing (ex-post) trading…

Computational Engineering, Finance, and Science · Computer Science 2010-09-24 Victor Boyarshinov , Malik Magdon-Ismail

This study tackles the computational challenges of solving Markov Decision Processes (MDPs) for a restricted class of problems. It is motivated by the Last Revealer Attack (LRA), which undermines fairness in some Proof-of-Stake (PoS)…

Cryptography and Security · Computer Science 2025-10-09 Maxime Reynouard

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

We study the trade-offs between strategyproofness and other desiderata, such as efficiency or fairness, that often arise in the design of random ordinal mechanisms. We use approximate strategyproofness to define manipulability, a measure to…

Computer Science and Game Theory · Computer Science 2017-01-11 Timo Mennle , Sven Seuken

We study selfish mining in Ethereum. The problem is combinatorially more complex than in Bitcoin because of major differences in the reward system and a different difficulty adjustment formula. Equivalent strategies in Bitcoin do have…

Cryptography and Security · Computer Science 2019-05-01 Cyril Grunspan , Ricardo Pérez-Marco

Cryptographic Self-Selection is a subroutine used to select a leader for modern proof-of-stake consensus protocols, such as Algorand. In cryptographic self-selection, each round $r$ has a seed $Q_r$. In round $r$, each account owner is…

Cryptography and Security · Computer Science 2023-10-31 Matheus V. X. Ferreira , Ye Lin Sally Hahn , S. Matthew Weinberg , Catherine Yu

In 2021 Ethereum adjusted the transaction pricing mechanism by implementing EIP-1559, which introduces the base fee - a network fee that is burned and dynamically adjusts to the network demand. The authors of the Ethereum Improvement…

Computer Science and Game Theory · Computer Science 2023-08-09 Sarah Azouvi , Guy Goren , Lioba Heimbach , Alexander Hicks

A common practice in many auctions is to offer bidders an opportunity to improve their bids, known as a Best and Final Offer (BAFO) stage. This final bid can depend on new information provided about either the asset or the competitors. This…

Computer Science and Game Theory · Computer Science 2021-04-21 Galit Ashkenazi-Golan , Yevgeny Tsodikovich , Yannick Viossat

We study the allocation of shared resources over multiple rounds among competing agents, via the dynamic max-min fair (DMMF) mechanism: the good in each round is allocated to the requesting agent with the least number of allocations…

Computer Science and Game Theory · Computer Science 2025-06-13 Giannis Fikioris , Siddhartha Banerjee , Éva Tardos

Validators in permissionless, large-scale blockchains, such as Ethereum, are typically payoff-maximizing, rational actors. Ethereum relies on in-protocol incentives, like rewards for correct and timely votes, to induce honest behavior and…

Cryptography and Security · Computer Science 2025-05-06 Roozbeh Sarenche , Ertem Nusret Tas , Barnabe Monnot , Caspar Schwarz-Schilling , Bart Preneel

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

In blockchain sharding, $n$ processing nodes are divided into $s$ shards, and each shard processes transactions in parallel. A key challenge in such a system is to ensure system stability for any ``tractable'' pattern of generated…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-03 Ramesh Adhikari , Costas Busch , Dariusz R. Kowalski

I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…

Machine Learning · Computer Science 2024-03-18 Shiliang Zuo

We consider the multi-period portfolio optimization problem with a single asset that can be held long or short. Due to the presence of transaction costs, maximizing the immediate reward at each period may prove detrimental, as frequent…

Optimization and Control · Mathematics 2025-02-07 Chutian Ma , Paul Smith

We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…

Data Structures and Algorithms · Computer Science 2017-06-19 Stanley P. Y. Fung

The role of an expert in the decision-making process is crucial, as the final recommendation depends on his disposition, clarity of mind, experience, and knowledge of the problem. However, the recommendation also depends on their honesty.…

Artificial Intelligence · Computer Science 2024-05-28 Jacek Szybowski , Konrad Kułakowski , Sebastian Ernst

We propose an algorithm for stochastic and adversarial multiarmed bandits with switching costs, where the algorithm pays a price $\lambda$ every time it switches the arm being played. Our algorithm is based on adaptation of the Tsallis-INF…

Machine Learning · Computer Science 2021-02-22 Chloé Rouyer , Yevgeny Seldin , Nicolò Cesa-Bianchi

A tournament on $n$ agents is a complete oriented graph with the agents as vertices and edges that describe the win-loss outcomes of the $\binom{n}{2}$ matches played between each pair of agents. The winner of a tournament is determined by…

Computer Science and Game Theory · Computer Science 2024-08-21 David Pennock , Ariel Schvartzman , Eric Xue
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