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A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…

Optimization and Control · Mathematics 2017-08-28 Junjie Qin , Ram Rajagopal , Pravin Varaiya

Bilateral trade models the problem of intermediating between two rational agents -- a seller and a buyer -- both characterized by a private valuation for an item they want to trade. We study the online learning version of the problem, in…

Computer Science and Game Theory · Computer Science 2024-09-04 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Federico Fusco

Blockchain systems have received much attention and promise to revolutionize many services. Yet, despite their popularity, current blockchain systems exist in isolation, that is, they cannot share information. While interoperability is…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-24 Enrique Fynn , Alysson Bessani , Fernando Pedone

Multiple-operators (multi-OPs) spectrum sharing mechanism can effectively improve the spectrum utilization in fifth-generation (5G) wireless communication networks. The secondary users are introduced to opportunistically access the licensed…

Networking and Internet Architecture · Computer Science 2020-05-07 Shuang Zheng , Tao Han , Yuna Jiang , Xiaohu Ge

Traditional public blockchain systems typically had very limited transaction throughput because of the bottleneck of the consensus protocol itself. With recent advances in consensus technology, the performance limit has been greatly lifted,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-11 Péter Garamvölgyi , Yuxi Liu , Dong Zhou , Fan Long , Ming Wu

Contracts play an important role in business where relationships among different parties are dictated by legal rules. The notion of electronic contracts has emerged mostly due to technological advances and the electronic trading among…

Logic in Computer Science · Computer Science 2018-09-05 Adilson Luiz Bonifacio , Wellington Aparecido Della Mura

We consider an energy provider whose goal is to simultaneously set revenue-maximizing prices and meet a peak load constraint. In our bilevel setting, the provider acts as a leader (upper level) that takes into account a smart grid (lower…

Optimization and Control · Mathematics 2016-01-22 Sezin Afsar , Luce Brotcorne , Patrice Marcotte , Gilles Savard

The evaluation of smart contract reputability is essential to foster trust in decentralized ecosystems. However, existing methods that rely solely on code analysis or transactional data, offer limited insight into evolving trustworthiness.…

Machine Learning · Computer Science 2025-04-01 Cyrus Malik , Josef Bajada , Joshua Ellul

In an increasingly complex contractual landscape, the demand for transparency, security, and efficiency has intensified. Blockchain technology, with its decentralized and immutable nature, addresses these challenges by reducing intermediary…

Cryptography and Security · Computer Science 2025-07-23 Lambard Maxence , Bertelle Cyrille , Duvallet Claude

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

Computer Science and Game Theory · Computer Science 2020-03-05 Daniel Lehmann

This paper analyzes repeated version of the bilateral trade model where the independent payoff relevant private information of the buyer and the seller is correlated across time. Using this setup it makes the following five contributions.…

Theoretical Economics · Economics 2022-02-10 Rohit Lamba

We introduce robust learning equilibrium. The idea of learning equilibrium is that learning algorithms in multi-agent systems should themselves be in equilibrium rather than only lead to equilibrium. That is, learning equilibrium is immune…

Computer Science and Game Theory · Computer Science 2012-07-02 Itai Ashlagi , Dov Monderer , Moshe Tennenholtz

We present models that utilize smart contracts and interledger mechanisms to provide decentralized authorization for constrained IoT devices. The models involve different tradeoffs in terms of cost, delay, complexity, and privacy, while…

Networking and Internet Architecture · Computer Science 2019-05-07 Vasilios A. Siris , Dimitrios Dimopoulos , Nikos Fotiou , Spyros Voulgaris , George C. Polyzos

Smart contracts have recently been adopted by many security protocols. However, existing studies lack satisfactory theoretical support on how contracts benefit security protocols. This paper aims to give a systematic analysis of smart…

Cryptography and Security · Computer Science 2022-04-21 Rujia Li , Qin Wang , Qi Wang , David Galindo

This paper investigates the optimal hedging strategies of an informed broker interacting with multiple traders in a financial market. We develop a theoretical framework in which the broker, possessing exclusive information about the drift…

Trading and Market Microstructure · Quantitative Finance 2025-06-11 Philippe Bergault , Pierre Cardaliaguet , Wenbin Yan

The main problem faced by smart contract platforms is the amount of time and computational power required to reach consensus. In a classical blockchain model, each operation is in fact performed by each node, both to update the status and…

Cryptography and Security · Computer Science 2021-11-11 Alessio Meneghetti , Tommaso Parise , Massimiliano Sala , Daniele Taufer

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Computer Science and Game Theory · Computer Science 2023-07-11 Elizabeth Baldwin , Paul W. Goldberg , Paul Klemperer , Edwin Lock

Logical flaws in smart contracts are often exploited, leading to significant financial losses. Our tool, HighGuard, detects transactions that violate business logic specifications of smart contracts. HighGuard employs dynamic condition…

Cryptography and Security · Computer Science 2025-02-18 Mojtaba Eshghie , Wolfgang Ahrendt , Cyrille Artho , Thomas Troels Hildebrandt , Gerardo Schneider

We consider a model of matching in trading networks in which firms can enter into bilateral contracts. In trading networks, stable outcomes, which are immune to deviations of arbitrary sets of firms, may not exist. We define a new solution…

Computer Science and Game Theory · Computer Science 2021-10-05 Tamás Fleiner , Zsuzsanna Jankó , Akihisa Tamura , Alexander Teytelboym

In this article we consider combinatorial markets with valuations only for singletons and pairs of buy/sell-orders for swapping two items in equal quantity. We provide an algorithm that permits polynomial time market-clearing and -pricing.…

Optimization and Control · Mathematics 2017-10-30 Johannes C. Müller , Sebastian Pokutta , Alexander Martin , Susanne Pape , Andrea Peter , Thomas Winter