most citedStochastic optimal control of delay equations arising in advertising models

33 citations · 33 across the 1 of their papers we have counts for

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math.OC2004★ 33 cited

Stochastic optimal control of delay equations arising in advertising models

Fausto Gozzi, Carlo Marinelli

We consider a class of optimal control problems of stochastic delay differential equations (SDDE) that arise in connection with optimal advertising under uncertainty for the introd…