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Boundary value problems in stochastic optimal control of advertising - MaRDI portal

Boundary value problems in stochastic optimal control of advertising (Q2507929)

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Boundary value problems in stochastic optimal control of advertising
scientific article

    Statements

    title
    Boundary value problems in stochastic optimal control of advertising (English)
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    author
    Kalyan Raman
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    published in
    Automatica
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    publication date
    5 October 2006
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    zbMATH Keywords
    stochastic optimal control
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    Hamilton-Jacobi-Bellman
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    boundary value
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    Nerlove-Arrow
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    advertising
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    Identifiers

    zbMATH DE Number
    5060791
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    OpenAlex ID
    W1969297264
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