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A singular control model with application to the goodwill problem
16 references·0 citing·33 second hop
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References

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  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1996Handbook of Brownian Motion — Facts and Formulae1,391 cited
  • 2002Handbook of Brownian Motion - Facts and Formulae1,094 cited
  • 1962Optimal Advertising Policy under Dynamic Conditions1,032 cited
  • 1994Controlled markov processes and viscosity solutions1,024 cited
  • 1989Brownian Motion and Stochastic Calculus.921 cited
  • 1976Optimal Advertising Policy Under Dynamic Conditions907 cited
  • 1980Some solvable stochastic control problemst†316 cited
  • 1983Instantaneous Control of Brownian Motion295 cited
  • 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited
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  • 1985Additive Control of Stochastic Linear Systems with Finite Horizon119 cited
  • 1989Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem118 cited
  • 2001Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems

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