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math.OC2024
On approximations of stochastic optimal control problems with an application to climate equations
Franco Flandoli, Giuseppina Guatteri, Umberto Pappalettera +1
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principl…
math.OC2024
Stochastic Maximum Principle for optimal advertising models with delay and non-convex control space
Giuseppina Guatteri, Federica Masiero
In this paper we study optimal advertising problems that models the introduction of a new product into the market in the presence of carryover effects of the advertisement and with…