Optimal control in linear-quadratic stochastic advertising models with memory

DOI10.1007/s10203-023-00409-xzbMath1546.90077MaRDI QIDQ6581917

Anton Yurchenko-Tytarenko, Michele Giordano

Publication date: 1 August 2024

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingoptimal advertisinginfinite-dimensional Bellman equationsVolterra Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Marketing, advertising (90B60) Stochastic integral equations (60H20)

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