A model for optimal stopping in advertisement
DOI10.1016/J.NONRWA.2009.02.012zbMATH Open1208.60040OpenAlexW2035960921MaRDI QIDQ974528FDOQ974528
Athanasios Yannacopoulos, C. V. Nikolopoulos
Publication date: 3 June 2010
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2009.02.012
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic models in economics (91B70) Optimal stochastic control (93E20)
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Cited In (4)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model
- Effects of dominance on operation policies in a two-stage supply chain in which market demands follow the Bass diffusion model
- Recent developments in dynamic advertising research
- Determining the optimal duration of an advertising campaign using diffusion of information
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