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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…
math.OC2003
The stochastic goodwill problem
Carlo Marinelli
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the ut…