adversarial-queues.bib

@ONLINE{0xblog2022measuring,
  AUTHOR = {0x, blog},
  URL = {https://blog.0x.org/measuring-the-impact-of-hidden-dex-costs/},
  DATE = {2022},
  TITLE = {Measuring the impact of hidden DEX costs},
}

@ONLINE{adams2020uniswap,
  AUTHOR = {Adams, Hayden and Zinsmeister, Noah and Robinson, Dan},
  URL = {https://uniswap.org/whitepaper.pdf},
  DATE = {2020},
  TITLE = {Uniswap v2 core},
}

@INPROCEEDINGS{angeris2020improved,
  AUTHOR = {Angeris, Guillermo and Chitra, Tarun},
  PUBLISHER = {ACM},
  URL = {https://doi.org/10.1145%2F3419614.3423251},
  BOOKTITLE = {Proceedings of the 2nd {ACM} Conference on Advances in Financial Technologies},
  DATE = {2020-10},
  DOI = {10.1145/3419614.3423251},
  TITLE = {Improved Price Oracles},
}

@EPRINT{angeris2019analysis,
  AUTHOR = {Angeris, Guillermo and Kao, Hsien-Tang and Chiang, Rei and Noyes, Charlie and Chitra, Tarun},
  PUBLISHER = {arXiv},
  URL = {https://arxiv.org/abs/1911.03380},
  DATE = {2019},
  DOI = {10.48550/ARXIV.1911.03380},
  EPRINT = {0902.0885},
  EPRINTCLASS = {q-fin.TR},
  EPRINTTYPE = {arXiv},
  KEYWORDS = {Trading and Market Microstructure (q-fin.TR),Multiagent Systems (cs.MA),Optimization and Control (math.OC),FOS: Economics and business,FOS: Economics and business,FOS: Computer and information sciences,FOS: Computer and information sciences,FOS: Mathematics,FOS: Mathematics},
  TITLE = {An analysis of Uniswap markets},
}

@INCOLLECTION{angeris2022constant,
  AUTHOR = {Angeris, Guillermo and Agrawal, Akshay and Evans, Alex and Chitra, Tarun and Boyd, Stephen},
  PUBLISHER = {Springer},
  BOOKTITLE = {Handbook on Blockchain},
  DATE = {2022},
  EPRINT = {2107.12484},
  EPRINTCLASS = {math.OC},
  EPRINTTYPE = {arXiv},
  PAGES = {415--444},
  TITLE = {Constant function market makers: Multi-asset trades via convex optimization},
}

@ARTICLE{bailey1954queueing,
  ABSTRACT = {A mathematical investigation has been made of a simple queueing process in which customers arrive at random, form a single queue in order of arrival, and are served in batches, the size of each batch having a fixed maximum. In most of the results obtained the time intervals between successive occasions of service are assumed to be independently distributed in χ2 distributions with an even number of degrees of freedom (including the special cases of a random distribution and a constant service interval). The equilibrium distribution of queue length has been studied by the imbedded Markov chain method, and ergodicity established when the average demand is less than the average supply available. Expressions for the mean and variance of queue length, and the mean waiting-time are given. A useful inequality for the latter is also available in the special case of a constant service interval. An immediate application can be made to hospital out-patient departments, with possible extensions to lifts, buses and so on.},
  AUTHOR = {Bailey, Norman T. J.},
  PUBLISHER = {[Royal Statistical Society, Wiley]},
  URL = {https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/j.2517-6161.1954.tb00149.x},
  DATE = {1954},
  DOI = {https://doi.org/10.1111/j.2517-6161.1954.tb00149.x},
  ISSN = {00359246},
  JOURNALTITLE = {Journal of the Royal Statistical Society. Series B (Methodological)},
  NUMBER = {1},
  PAGES = {80--87},
  TITLE = {On Queueing Processes with Bulk Service},
  URLDATE = {2022-12-20},
  VOLUME = {16},
}

@ARTICLE{budish2015high,
  AUTHOR = {Budish, Eric and Cramton, Peter and Shim, John},
  URL = {https://doi.org/10.1093/qje/qjv027},
  DATE = {2015-07},
  DOI = {10.1093/qje/qjv027},
  EPRINT = {https://academic.oup.com/qje/article-pdf/130/4/1547/30637414/qjv027.pdf},
  ISSN = {0033-5533},
  JOURNALTITLE = {The Quarterly Journal of Economics},
  NUMBER = {4},
  PAGES = {1547--1621},
  TITLE = {The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response},
  VOLUME = {130},
}

@ARTICLE{chakraborti2011econophysics,
  AUTHOR = {Chakraborti, Anirban and Toke, Ioane Muni and Patriarca, Marco and Abergel, Frédéric},
  PUBLISHER = {Routledge},
  DATE = {2011},
  DOI = {10.1080/14697688.2010.539249},
  EPRINT = {0909.1974},
  EPRINTCLASS = {q-fin.GN},
  EPRINTTYPE = {arXiv},
  JOURNALTITLE = {Quantitative Finance},
  NUMBER = {7},
  PAGES = {1013--1041},
  TITLE = {Econophysics review: II. Agent-based models},
  VOLUME = {11},
}

@INPROCEEDINGS{daian2020flash,
  AUTHOR = {Daian, Philip and Goldfeder, Steven and Kell, Tyler and Li, Yunqi and Zhao, Xueyuan and Bentov, Iddo and Breidenbach, Lorenz and Juels, Ari},
  ORGANIZATION = {IEEE},
  BOOKTITLE = {2020 IEEE Symposium on Security and Privacy (SP)},
  DATE = {2020},
  EPRINT = {1904.05234},
  EPRINTCLASS = {cs.CR},
  EPRINTTYPE = {arXiv},
  PAGES = {910--927},
  TITLE = {Flash boys 2.0: Frontrunning in decentralized exchanges, miner extractable value, and consensus instability},
}

@ARTICLE{downton1955waiting,
  AUTHOR = {Downton, F},
  PUBLISHER = {Wiley Online Library},
  DATE = {1955},
  JOURNALTITLE = {Journal of the Royal Statistical Society: Series B (Methodological)},
  NUMBER = {2},
  PAGES = {256--261},
  TITLE = {Waiting time in bulk service queues},
  VOLUME = {17},
}

@ARTICLE{erlang1909theory,
  AUTHOR = {Erlang, Agner Krarup},
  DATE = {1909},
  JOURNALTITLE = {Nyt Tidsskrift for Matematik B},
  PAGES = {33--39},
  TITLE = {The theory of probabilities and telephone conversations},
  VOLUME = {20},
}

@ARTICLE{fan2020performance,
  AUTHOR = {Fan, Caixiang and Ghaemi, Sara and Khazaei, Hamzeh and Musilek, Petr},
  PUBLISHER = {IEEE},
  DATE = {2020},
  JOURNALTITLE = {IEEE Access},
  PAGES = {126927--126950},
  TITLE = {Performance evaluation of blockchain systems: A systematic survey},
  VOLUME = {8},
}

@EPRINT{ferreira2022credible,
  AUTHOR = {Ferreira, Matheus V. X. and Parkes, David C.},
  URL = {https://arxiv.org/abs/2209.15569},
  DATE = {2022},
  DOI = {10.48550/ARXIV.2209.15569},
  EPRINT = {2209.15569},
  EPRINTCLASS = {cs.GT},
  EPRINTTYPE = {arXiv},
  KEYWORDS = {Computer Science and Game Theory (cs.GT),Cryptography and Security (cs.CR),Theoretical Economics (econ.TH),Trading and Market Microstructure (q-fin.TR),FOS: Computer and information sciences,FOS: Computer and information sciences,FOS: Economics and business,FOS: Economics and business},
  TITLE = {Credible Decentralized Exchange Design via Verifiable Sequencing Rules},
}

@ONLINE{gauthier2016why,
  AUTHOR = {Gauthier, Pascal},
  URL = {https://bitcoinmagazine.com/business/why-do-some-bitcoin-mining-pools-mine-empty-blocks-1468337739},
  DATE = {2016-07-12},
  TITLE = {Why do some bitcoin mining pools mine empty blocks?},
  URLDATE = {2023-01-15},
}

@INPROCEEDINGS{geissler2019discrete,
  AUTHOR = {Geissler, Stefan and Prantl, Thomas and Lange, Stanislav and Wamser, Florian and Hossfeld, Tobias},
  ORGANIZATION = {IEEE},
  BOOKTITLE = {2019 31st International Teletraffic Congress (ITC 31)},
  DATE = {2019},
  PAGES = {130--137},
  TITLE = {Discrete-time analysis of the blockchain distributed ledger technology},
}

@ARTICLE{gobel2016bitcoin,
  AUTHOR = {Göbel, J. and Keeler, H.P. and Krzesinski, A.E. and Taylor, P.G.},
  URL = {https://www.sciencedirect.com/science/article/pii/S016653161630089X},
  DATE = {2016},
  DOI = {https://doi.org/10.1016/j.peva.2016.07.001},
  ISSN = {0166-5316},
  JOURNALTITLE = {Performance Evaluation},
  KEYWORDS = {Bitcoin,Blockchain,Block hiding strategies,Honest mining,Selfish-mine},
  PAGES = {23--41},
  TITLE = {Bitcoin blockchain dynamics: The selfish-mine strategy in the presence of propagation delay},
  VOLUME = {104},
}

@ARTICLE{gode1993allocative,
  ABSTRACT = {We report market experiments in which human traders are replaced by "zero-intelligence" programs that submit random bids and offers. Imposing a budget constraint (i.e., not permitting traders to sell below their costs or buy above their values) is sufficient to raise the allocative efficiency of these auctions close to 100 percent. Allocative efficiency of a double auction derives largely from its structure, independent of traders' motivation, intelligence, or learning. Adam Smith's invisible hand may be more powerful than some may have thought; it can generate aggregate rationality not only from individual rationality but also from individual irrationality.},
  AUTHOR = {Gode, Dhananjay K. and Sunder, Shyam},
  PUBLISHER = {University of Chicago Press},
  URL = {http://www.jstor.org/stable/2138676},
  DATE = {1993},
  ISSN = {00223808, 1537534X},
  JOURNALTITLE = {Journal of Political Economy},
  NUMBER = {1},
  PAGES = {119--137},
  TITLE = {Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality},
  URLDATE = {2022-12-22},
  VOLUME = {101},
}

@EPRINT{goyal2022finding,
  AUTHOR = {Goyal, Mohak and Ramseyer, Geoffrey and Goel, Ashish and Mazières, David},
  URL = {https://arxiv.org/abs/2212.03340},
  DATE = {2022},
  DOI = {10.48550/ARXIV.2212.03340},
  EPRINT = {2212.03340},
  EPRINTCLASS = {cs.GT},
  EPRINTTYPE = {arXiv},
  KEYWORDS = {Computer Science and Game Theory (cs.GT),FOS: Computer and information sciences,FOS: Computer and information sciences},
  TITLE = {Finding the Right Curve: Optimal Design of Constant Function Market Makers},
}

@BOOK{gross2018fundamentals,
  AUTHOR = {Gross, Donald and Shortle, John F and Thompson, James M and Harris, Carl M},
  PUBLISHER = {John Wiley \& Sons},
  DATE = {2018},
  TITLE = {Fundamentals of queueing theory},
  VOLUME = {399},
}

@ARTICLE{javier2020further,
  AUTHOR = {Javier, Kayla and Fralix, Brian},
  PUBLISHER = {Taylor & Francis},
  DATE = {2020},
  DOI = {10.1080/15326349.2020.1761390},
  JOURNALTITLE = {Stochastic Models},
  NUMBER = {2},
  PAGES = {223--250},
  TITLE = {A further study of some Markovian Bitcoin models from Göbel et al.},
  VOLUME = {36},
}

@ONLINE{josojo2022mev,
  AUTHOR = {josojo},
  URL = {https://ethresear.ch/t/mev-capturing-amm-mcamm/13336},
  DATE = {2022},
  TITLE = {MEV capturing AMM (McAMM)},
}

@ARTICLE{kasahara2019effect,
  AUTHOR = {Kasahara, Shoji and Kawahara, Jun},
  PUBLISHER = {American Institute of Mathematical Sciences},
  DATE = {2019},
  EPRINT = {1604.00103},
  EPRINTCLASS = {cs.CR},
  EPRINTTYPE = {arXiv},
  JOURNALTITLE = {Journal of Industrial \& Management Optimization},
  NUMBER = {1},
  PAGES = {365},
  TITLE = {Effect of Bitcoin fee on transaction-confirmation process},
  VOLUME = {15},
}

@INPROCEEDINGS{kawasa2017transaction,
  AUTHOR = {Kawase, Yoshiaki and Kasahara, Shoji},
  EDITOR = {Yue, Wuyi and Li, Quan-Lin and Jin, Shunfu and Ma, Zhanyou},
  LOCATION = {Cham},
  PUBLISHER = {Springer International Publishing},
  BOOKTITLE = {Queueing Theory and Network Applications},
  DATE = {2017},
  ISBN = {978-3-319-68520-5},
  PAGES = {75--88},
  TITLE = {Transaction-Confirmation Time for Bitcoin: A Queueing Analytical Approach to Blockchain Mechanism},
}

@ARTICLE{kendall1953stochastic,
  AUTHOR = {Kendall, David G},
  PUBLISHER = {JSTOR},
  DATE = {1953},
  JOURNALTITLE = {The Annals of Mathematical Statistics},
  PAGES = {338--354},
  TITLE = {Stochastic processes occurring in the theory of queues and their analysis by the method of the imbedded Markov chain},
}

@EPRINT{kulkarni2022towards,
  AUTHOR = {Kulkarni, Kshitij and Diamandis, Theo and Chitra, Tarun},
  PUBLISHER = {arXiv},
  URL = {https://arxiv.org/abs/2207.11835},
  DATE = {2022},
  DOI = {10.48550/ARXIV.2207.11835},
  EPRINT = {2207.11835},
  EPRINTCLASS = {cs.GT},
  EPRINTTYPE = {arXiv},
  KEYWORDS = {Computer Science and Game Theory (cs.GT),Cryptography and Security (cs.CR),Computational Finance (q-fin.CP),FOS: Computer and information sciences,FOS: Computer and information sciences,FOS: Economics and business,FOS: Economics and business},
  TITLE = {Towards a Theory of Maximal Extractable Value I: Constant Function Market Makers},
}

@INPROCEEDINGS{li2018blockchain,
  AUTHOR = {Li, Quan-Lin and Ma, Jing-Yu and Chang, Yan-Xia},
  ORGANIZATION = {Springer},
  BOOKTITLE = {International Conference on Computational Social Networks},
  DATE = {2018},
  EPRINT = {1808.01795},
  EPRINTCLASS = {cs.CE},
  EPRINTTYPE = {arXiv},
  PAGES = {25--40},
  TITLE = {Blockchain queue theory},
}

@ARTICLE{li2019markov,
  AUTHOR = {Li, Quan-Lin and Ma, Jing-Yu and Chang, Yan-Xia and Ma, Fan-Qi and Yu, Hai-Bo},
  PUBLISHER = {SpringerOpen},
  DATE = {2019},
  EPRINT = {1904.03598},
  EPRINTCLASS = {cs.CR},
  EPRINTTYPE = {arXiv},
  JOURNALTITLE = {Computational Social Networks},
  NUMBER = {1},
  PAGES = {1--28},
  TITLE = {Markov processes in blockchain systems},
  VOLUME = {6},
}

@ONLINE{nikete2022towards,
  AUTHOR = {nikete},
  URL = {https://ethresear.ch/t/mev-minimizing-amm-minmev-amm/13775},
  DATE = {2022},
  TITLE = {MEV Minimizing AMM (MinMEV AMM)},
}

@ONLINE{robinson2020ethereum,
  AUTHOR = {Robinson, Dan and Konstantopoulos, Georgios},
  URL = {https://www.paradigm.xyz/2020/08/ethereum-is-a-dark-forest},
  DATE = {2020-08-28},
  TITLE = {Ethereum is a Dark Forest},
  URLDATE = {2023-01-15},
}

@INPROCEEDINGS{silva2020impact,
  AUTHOR = {Silva, Paulo and Vavricka, David and Barreto, Joao and Matos, Miguel},
  ORGANIZATION = {IEEE},
  BOOKTITLE = {2020 50th Annual IEEE/IFIP International Conference on Dependable Systems and Networks (DSN)},
  DATE = {2020},
  EPRINT = {2005.06356},
  EPRINTCLASS = {cs.DC},
  EPRINTTYPE = {arXiv},
  PAGES = {245--252},
  TITLE = {Impact of geo-distribution and mining pools on blockchains: A study of ethereum},
}

@ARTICLE{wolff1970work,
  AUTHOR = {Wolff, Ronald W},
  PUBLISHER = {Cambridge University Press},
  DATE = {1970},
  JOURNALTITLE = {Journal of Applied Probability},
  NUMBER = {2},
  PAGES = {327--337},
  TITLE = {Work-conserving priorities},
  VOLUME = {7},
}

@ARTICLE{xu2022sok,
  AUTHOR = {Xu, Jiahua and Paruch, Krzysztof and Cousaert, Simon and Feng, Yebo},
  LOCATION = {New York, NY, USA},
  PUBLISHER = {Association for Computing Machinery},
  DATE = {2022},
  DOI = {10.1145/3570639},
  ISSN = {0360-0300},
  JOURNALTITLE = {ACM Comput. Surv.},
  KEYWORDS = {decentralized finance,decentralized exchange,Ethereum,blockchain,automated market maker},
  TITLE = {SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols},
}

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