We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
The substitution closure of a pattern class is the class of all permutations obtained by repeated substitution. The principal pattern classes (those defined by a single restricti...
Abstract. We consider a finite dimensional indecomposable modular representation of a cyclic p-group and we give a recursive description of an associated separating set: We show t...
Let G and H be two graphs of order n. If we place copies of G and H on a common vertex set, how much or little can they be made to overlap? The aim of this paper is to provide som...
We prove game-theoretic versions of several classical results on nonrepetitive sequences, showing the existence of winning strategies using an extension of the Local Lemma which c...