Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Control: a perspective
Optimal structural feedback control for partially observed stochastic systems on Hilbert space
Understanding the impact of churn in dynamic oligopoly markets
Controllability and stability
Time varying linear systems with boundary conditions and integral operators. I: The transfer operator and its properties
Optimization and control of bilinear systems. Theory, algorithms, and applications
Linear, time-varying approximations to nonlinear dynamical systems. With applications in control and optimization
Bilinear control systems. Matrices in action
Optimal advertising and pricing in a new-product adoption model
A separation theorem for nonlinear systems
An operator perspective on signals and systems
Optimal pricing and advertising in a durable-good duopoly
Approximation procedures for the optimal control of bilinear and nonlinear systems
An iterative method for the finite-time bilinear-quadratic control problem
Competitive dynamic advertising. A modification of the Case game
On the open-loop Nash equilibrium in LQ-games
Stabilization of bilinear systems by quadratic feedback controls
Controllability of bilinear systems
Variable structure systems with application to economics and biology. Proceedings of the 2nd US-Italy seminar on variable structure systems, May 1974
Observers for infinite dimensional bilinear systems
Bilinear control and application to flexible a. c. transmission systems
Strategic rivalry for market share: a contest theory approach to dynamic advertising competition
Nonlinear optimal tracking control with application to super-tankers for autopilot design
Competitive advertising under uncertainty: a stochastic differential game approach
Recent developments in dynamic advertising research
Integrated marketing communications in markets with uncertainty and competition
Contributions to the theory of time-optimal control
Nonlinear systems.
Target path controllability of linear time-varying dynamical systems
Building Brand Awareness in Dynamic Oligopoly Markets
Bilinear approximation of general non-linear dynamic systems with linear inputs
An Overview of Bilinear System Theory and Applications
Boundary Value Problems on Semi-Infinite Intervals and Their Numerical Solution
Optimal Control for Partially Observed Diffusions
A view of three decades of linear filtering theory
Dynamic Optimal Control Models in Advertising: a Survey
Profit maximization through advertising: A nonzero sum differential game approach
Optimizing Advertising Expenditures in a Dynamic Duopoly
Dynamic Optimal Control Models in Advertising: Recent Developments
The successive approximation procedure for finite-time optimal control of bilinear systems
On the optimal control of the Vidale-Wolfe advertising model
Deterministic and stochastic optimization of a dynamic advertising model
Optimal Control of the Vidale-Wolfe Advertising Model
Bilinear systems: An appealing class of "nearly linear" systems in theory and applications
Linear approximations to nonlinear dynamical systems with applications to stability and spectral theory
Partially Observed Differential Games, Infinite-Dimensional Hamilton–Jacobi–Isaacs Equations, and Nonlinear $H_\infty $ Control
The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
Feedback stabilization for unbounded bilinear systems using bounded control
A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance
A separation principle for distributed dissipative bilinear systems
Jump linear quadratic Gaussian control in continuous time
A separation principle for bilinear systems with dissipative drift
The Separation Principle in Stochastic Control, Redux
The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
New results in linear filtering and prediction theory