Stochastic optimal control problem in advertising model with delay
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 5012789
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
- Optimal control problem of variable-order delay system of advertising procedure: numerical treatment
- Maximum principle for stochastic optimal control problem with distributed delays
- The optimal control problem for the vidale-wolfe advertising model revisited
Cites work
- A Delayed Black and Scholes Formula
- An operations-research study of sales response to advertising
- Dynamic Optimal Control Models in Advertising: Recent Developments
- Dynamic programming in stochastic control of systems with delay
- Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
- scientific article; zbMATH DE number 3646080 (Why is no real title available?)
- scientific article; zbMATH DE number 2134039 (Why is no real title available?)
- scientific article; zbMATH DE number 5012789 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 1121854 (Why is no real title available?)
- scientific article; zbMATH DE number 1376935 (Why is no real title available?)
- Maximum principle for semilinear stochastic evolution control systems
- Maximum principle for the stochastic optimal control problem with delay and application
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
- Optimal stochastic impulse control with delayed reaction
- Stability of semilinear stochastic evolution equations
- Stochastic Equations in Infinite Dimensions
- The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
Cited in
(19)- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
- A quantum computing based numerical method for solving mixed-integer optimal control problems
- Optimal control problem of variable-order delay system of advertising procedure: numerical treatment
- A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation
- A global maximum principle for stochastic optimal control problems with delay and applications
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- Boundary value problems in stochastic optimal control of advertising
- The optimal control problem for the vidale-wolfe advertising model revisited
- scientific article; zbMATH DE number 5012789 (Why is no real title available?)
- Shooting continuous Runge-Kutta method for delay optimal control problems
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
- Optimal control of nonlinear systems with integer‐valued control inputs and stochastic constraints
- Optimal control in linear-quadratic stochastic advertising models with memory
- Maximum principle for stochastic control system with elephant memory and jump diffusion
- A general maximum principle for optimal control of stochastic differential delay systems
- A conditional mean-field type stochastic differential game of hybrid switching diffusions systems with delay and its applications
- Necessary and sufficient conditions of open-loop and closed-loop solvability for delayed stochastic LQ optimal control problems
- Lifting partial smoothing to solve HJB equations and stochastic control problems
This page was built for publication: Stochastic optimal control problem in advertising model with delay
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2219855)
