Related papers: Optimal RANDAO Manipulation in Ethereum
We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…
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…
We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…
We propose a new algorithm for adversarial multi-armed bandits with unrestricted delays. The algorithm is based on a novel hybrid regularizer applied in the Follow the Regularized Leader (FTRL) framework. It achieves…
This paper studies the problem of identifying any $k$ distinct arms among the top $\rho$ fraction (e.g., top 5\%) of arms from a finite or infinite set with a probably approximately correct (PAC) tolerance $\epsilon$. We consider two cases:…
e-Valuate is a game on arithmetic expressions. The players have contrasting roles of maximizing and minimizing the given expression. The maximizer proposes values and the minimizer substitutes them for variables of his choice. When the…
In a hypergraph with vertex set $V$ and edge set $E$, a real-valued function $f: V \to [0, 1]$ is a fractional transversal if $\sum_{v\in e} f(v) \ge 1$ for every edge $e \in E$. Its size is $|f| := \sum_{v \in V} f(v)$, and the fractional…
We initiate the study of tradeoffs between exploration and exploitation in online learning of properties of quantum states. Given sequential oracle access to an unknown quantum state, in each round, we are tasked to choose an observable…
Inspired by scenarios where the strategic network design and defense or immunisation are of the central importance, Goyal et al. [3] defined a new Network Formation Game with Attack and Immunisation. The authors showed that despite the…
We consider a trader who aims to liquidate a large position in the presence of an arbitrageur who hopes to profit from the trader's activity. The arbitrageur is uncertain about the trader's position and learns from observed price…
Algorithmic trading in modern financial markets is widely acknowledged to exhibit strategic, game-theoretic behaviors whose complexity can be difficult to model. A recent series of papers (Chriss, 2024b,c,a, 2025) has made progress in the…
An enhanced framework of quantum approximate optimization algorithm (QAOA) is introduced and the parameter setting strategies are analyzed. The enhanced QAOA is as effective as the QAOA but exhibits greater computing power and flexibility,…
Traders buy and sell financial instruments in hopes of making profit, and brokers are responsible for the transaction. There are several hypotheses and conspiracy theories arguing that in some situations, brokers want their traders to lose…
We study a game-theoretic variant of the maximum circulation problem. In a flow allocation game, we are given a directed flow network. Each node is a rational agent and can strategically allocate any incoming flow to the outgoing edges.…
A knockout tournament is one of the most simple and popular forms of competition. Here, we are given a binary tournament tree where all leaves are labeled with seed position names. The players participating in the tournament are assigned to…
In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…
In this article, we develop a general framework to study optimal execution and to price block trades. We prove existence of optimal liquidation strategies and we provide regularity results for optimal strategies under very general…
We study a robust, i.e. in presence of malicious participants, multi-agent multi-armed bandit problem where multiple participants are distributed on a fully decentralized blockchain, with the possibility of some being malicious. The rewards…
Fractals are self-similar recursive structures that have been used in modeling several real world processes. In this work we study how "fractal-like" processes arise in a prediction game where an adversary is generating a sequence of bits…
This work explains how to utilize earlier results by P. Diaconis, K. Houston-Edwards and the second author to estimate probabilities related to the 4-player gambler ruin problem. For instance, we show that the probability that a very…