On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
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Publication:1035927
DOI10.1007/s10957-009-9524-5zbMath1175.90245arXivmath/0701580MaRDI QIDQ1035927
Publication date: 4 November 2009
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701580
dynamic programming; optimal advertising; infinite-dimensional Bellman equations; stochastic control problems with delay