Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917)

From MaRDI portal





scientific article; zbMATH DE number 7890800
Language Label Description Also known as
English
Optimal control in linear-quadratic stochastic advertising models with memory
scientific article; zbMATH DE number 7890800

    Statements

    Optimal control in linear-quadratic stochastic advertising models with memory (English)
    0 references
    1 August 2024
    0 references
    dynamic programming
    0 references
    Volterra Ornstein-Uhlenbeck process
    0 references
    infinite-dimensional Bellman equations
    0 references
    optimal advertising
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references