Game list colouring of graphs.
Game properties of Boolean algebras
Geography played on an -cycle times a 4-cycle.
Grapho-analytic method of solving 2 × n bi-matrix games
Greatly increased practical usefulness of two-person game theory by adoption of median criterion
Growth-optimal portfolios under transaction costs
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...
Guessing secrets.