Game list colouring of graphs.
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Borowiecki, M., Sidorowicz, E., Tuza, Zs. (2007)
The Electronic Journal of Combinatorics [electronic only]
Peter Vojtáš (1983)
Commentationes Mathematicae Universitatis Carolinae
Hogan, M.S., Horrocks, D.G. (2003)
Integers
I. Ginchev (1988)
Applicationes Mathematicae
John E. Walsh, Grace J. Kelleher (1970)
RAIRO - Operations Research - Recherche Opérationnelle
Jan Palczewski, Łukasz Stettner (2008)
Applicationes Mathematicae
This paper studies a portfolio optimization problem in a discrete-time Markovian model of a financial market, in which asset price dynamics depends on an external process of economic factors. There are transaction costs with a structure that covers, in particular, the case of fixed plus proportional costs. We prove that there exists a self-financing trading strategy maximizing the average growth rate of the portfolio wealth. We show that this strategy has a Markovian form. Our result is obtained...
Chung, Fan, Graham, Ronald, Leighton, Tom (2001)
The Electronic Journal of Combinatorics [electronic only]
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