Boundary value problems in stochastic optimal control of advertising

DOI10.1016/j.automatica.2006.04.016zbMath1108.93081OpenAlexW1969297264MaRDI QIDQ2507929

Kalyan Raman

Publication date: 5 October 2006

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.04.016

zbMATH Keywords

stochastic optimal controlboundary valueadvertisingHamilton-Jacobi-BellmanNerlove-Arrow

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Marketing, advertising (90B60)

Related Items (6)

Integrated marketing communications in markets with uncertainty and competition ⋮ Recent developments in dynamic advertising research ⋮ Existence and uniqueness of optimal dynamic pricing and advertising controls without concavity ⋮ Nerlove-Arrow: a new solution to an old problem ⋮ Optimal dynamic marketing-mix policies for frequently purchased products and services versus consumer durable goods: a generalized analytic approach ⋮ Delayed effects of cooperative advertising in goodwill dynamics

Cites Work

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• Closed-Loop Advertising Strategies in a Duopoly
• Deterministic and stochastic optimization of a dynamic advertising model
• The Many-Player Advertising Game
• Stochastic differential equations. An introduction with applications.

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