Pages that link to "Item:Q1035927"
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The following pages link to On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927):
Displayed 27 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- International borrowing without commitment and informational lags: choice under uncertainty (Q502345) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Optimal control of stochastic functional neutral differential equations with time lag in control (Q1661806) (← links)
- Recent developments in dynamic advertising research (Q1926777) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- Delayed effects of cooperative advertising in goodwill dynamics (Q2294294) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Existence and uniqueness of optimal dynamic pricing and advertising controls without concavity (Q2417100) (← links)
- Linear-quadratic stochastic delayed control and deep learning resolution (Q2664898) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- A dynamic advertising model with reference price effect (Q3194691) (← links)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
- (Q5233460) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- Nonlinear continuous semimartingales (Q6136833) (← links)