A model for optimal stopping in advertisement

DOI10.1016/J.NONRWA.2009.02.012zbMath1208.60040OpenAlexW2035960921MaRDI QIDQ974528

Athanasios N. Yannacopoulos, Christos V. Nikolopoulos

Publication date: 3 June 2010

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2009.02.012

zbMATH Keywords

stochastic controlviscosity solutionsoptimal stopping problemsadvertisement diffusion model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

A new tree method for pricing financial derivatives in a regime-switching mean-reverting model ⋮ Recent developments in dynamic advertising research ⋮ Effects of dominance on operation policies in a two-stage supply chain in which market demands follow the Bass diffusion model

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