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 12 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)
- Recent developments in dynamic advertising research (Q1926777) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← 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)
- 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)