2 papers
cs.CR2018
Compounding of Wealth in Proof-of-Stake Cryptocurrencies
Giulia Fanti, Leonid Kogan, Sewoong Oh +3
Proof-of-stake (PoS) is a promising approach for designing efficient blockchains, where block proposers are randomly chosen with probability proportional to their stake. A primary…
eess.SY2013
A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control
Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli
In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states…