数学理论与应用

• •    下一篇

基于马尔可夫链的相关应用——以区块链的激励机制可靠性为例

侯木舟, 曹聪 , 舒湛杰, 陆寿鹏*   

  1. 中南大学数学与统计学院, 长沙 , 410083
  • 通讯作者: 陆寿鹏; E-mail: 2473360499@qq.com

Related Applications Based on Markov Chain——Take the Reliability Research of Incentive Mechanism of Blockchain as an Example

Hou Muzhou, Cao Cong, Shu Zhanjie, Lu Shoupeng*   

  1. School of Mathematics and Statistics, Central South University, Changsha 410083, China

摘要: 在本文中, 我们主要对区块链网络内小型算力节点联合利用激励机制缺陷获利的过程和不同策略下的收益对比建立数学模型展开研究. 我们首先基于收益最大化的原则制定了最优组合策略并建立马尔可夫链模型, 证明了该马氏过程的不可约与正递归性, 并进一步证明了其平稳分布的存在性. 随后, 通过其Q矩阵求解该过程平稳分布, 我们将区块最终状态分为 15类情况进行分析, 通过分析状态间转化概率计算区块最终状态的可能性, 进而建立长期收益模型. 在此基础上, 我们搭建了真实的区块链环境, 对策略进行了模拟并与理论相对照; 同时, 通过分别控制策略中不同变量, 我们对单独、背叛和联合三种策略的出块速度、总体收益等指标均进行了分析, 得出了各自策略的收益优劣, 表明部分区块链的现行激励机制仍存在较大缺陷, 易受到小型算力节点利用并联合博弈操作来进行获利.

关键词: 激励机制, 区块链, 马尔可夫模型, 正递归, 平稳分布

Abstract: In this paper, we mainly study the process of small computing power nodes in Blockchain making profits by jointly using the defects of incentive mechanism and the comparison of benefits under different strategies. Firstly, we formulated the optimal combination strategy based on the principle of income maximization, established the Markov chain model, proved the irreducibility and positive recursion of the Markov process, and further proved the existence of its stationary distribution. Then, by solving the stationary distribution of the process through its Q matrix, we divided the final state of the block into 15 types of analysis, calculated the possibility of the final state of the block by analyzing the transformation probability between States, and then established a long-term income model. On this basis, we built a real blockchain environment, simulated the strategy and compared it with the theory; At the same time, by separately controlling different variables in the strategy, we analyzed the blocking speed and overall income of the three strategies of individual, betrayal and combination, and obtained the advantages and disadvantages of their respective strategies, indicating that Blockchain's current incentive mechanism still has great defects, which is easy to be used by small computing nodes and joint game operation to make profits.

Key words: Excitation mechanism, Blockchain , Markov model , Positive recurrent, Invariant distribution