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SIAMCO
2002
87views more  SIAMCO 2002»
14 years 11 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
SIAMCO
2002
78views more  SIAMCO 2002»
14 years 11 months ago
Strong Optimality for a Bang-Bang Trajectory
In this paper we give sufficient conditions for a bang-bang regular extremal to be a strong local optimum for a control problem in the Mayer form; strong means that we consider the...
Andrei A. Agrachev, Gianna Stefani, PierLuigi Zezz...
SIAMCOMP
2002
112views more  SIAMCOMP 2002»
14 years 11 months ago
The Efficiency of Resolution and Davis--Putnam Procedures
We consider several problems related to the use of resolution-based methods for determining whether a given boolean formula in conjunctive normal form is satisfiable. First, build...
Paul Beame, Richard M. Karp, Toniann Pitassi, Mich...
SIGIR
2002
ACM
14 years 11 months ago
Automatic evaluation of world wide web search services
Users of the World-Wide Web are not only confronted by an immense overabundance of information, but also by a plethora of tools for searching for the web pages that suit their inf...
Abdur Chowdhury, Ian Soboroff
SIGIR
2002
ACM
14 years 11 months ago
A new family of online algorithms for category ranking
We describe a new family of topic-ranking algorithms for multi-labeled documents. The motivation for the algorithms stems from recent advances in online learning algorithms. The a...
Koby Crammer, Yoram Singer