33 citations · 135 across the 41 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…
math.PR2004★ 1 cited
On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space
Sergio Albeverio, Carlo Marinelli
The problem of reconstructing the drift of a diffusion in $\erre^d$, , from the transition probability density observed outside a domain is considered. The solution of thi…