A model for optimal stopping in advertisement

DOI10.1016/J.NONRWA.2009.02.012MaRDI QIDQ974528zbMATH OpenOpenAlexFDO

Authors C. V. Nikolopoulos, Athanasios Yannacopoulos

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

zbMATH Keywords

stochastic controlviscosity solutionsoptimal stopping problemsadvertisement diffusion model

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 52588 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 777918 (Why is no real title available?)
• A new product growth for model consumer durables
• Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
• Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
• Dynamic Optimal Control Models in Advertising: a Survey
• On time-inhomogeneous controlled diffusion processes in domains
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Optimal stock liquidation in a regime switching model with finite time horizon
• Stochastic differential equations. An introduction with applications.
• Viscosity solutions of optimal stopping problems

Cited in

(6)

• 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
• Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media
• Recent developments in dynamic advertising research
• Determining the optimal duration of an advertising campaign using diffusion of information
• An advertisement effect forecast pattern on Ito equation

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