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A singular control model with application to the goodwill problem · Study

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ArticleA singular control model with application to the goodwill problem

Andrew Jack2008

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Articlebronze2008

A singular control model with application to the goodwill problem

Andrew Jack · Timothy C. Johnson · Mihail Zervos

22 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Risk Models Adaptive Dynamic Programming Control

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References

2007Brownian Motion and Stochastic Calculus 2005Controlled Markov Processes and Viscosity Solutions 1996Handbook of Brownian Motion — Facts and Formulae 2002Handbook of Brownian Motion - Facts and Formulae 1962Optimal Advertising Policy under Dynamic Conditions 1994Controlled markov processes and viscosity solutions 1989Brownian Motion and Stochastic Calculus.1976Optimal Advertising Policy Under Dynamic Conditions

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Details

Year2008

Typearticle

Published2008-01-09

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2008.01.001

openalex_workW1997214367

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