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On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects
16 references·7 citing·34 second hop
On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects (2009)On Controlled Linear Diffusions with Dela…Stochastic Optimal Control of Delay Equations Arising in Advertising Models (2005)Stochastic Optimal Control of…Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach (2004)Competitive Advertising Under…Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (2002)Nonlinear Kolmogorov equation…Dynamic programming in stochastic control of systems with delay (2002)Dynamic programming in stocha…Benchmarking Advertising Efficiency (2001)Benchmarking Advertising Effi…How T.V. Advertising Works: A Meta-Analysis of 389 Real World Split Cable T.V. Advertising Experiments (1995)How T.V. 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References

  • 1962Optimal Advertising Policy under Dynamic Conditions1,032 cited
  • 1976Optimal Advertising Policy Under Dynamic Conditions907 cited
  • 1967Distributed Lags: A Survey708 cited
  • 1956Distributed Lags and Investment Analysis646 cited
  • 1957An Operations-Research Study of Sales Response to Advertising597 cited
  • 1995How T.V. Advertising Works: A Meta-Analysis of 389 Real World Split Cable T.V. Advertising Experiments452 cited
  • 1994Dynamic Optimal Control Models in Advertising: Recent Developments407 cited
  • 1995Generalizing What Is Known About Temporal Aggregation and Advertising Carryover242 cited
  • 1955Distributed Lags and Investment Analysis210 cited
  • 1972Testing Distributed Lag Models of Advertising Effect202 cited
  • 2004Competitive Advertising Under Uncertainty: A Stochastic Differential Game Approach184 cited
  • 2002Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control167 cited
  • 1969Simultaneous-Equation Regression Analysis of Sales and Advertising113 cited
  • 2001Benchmarking Advertising Efficiency103 cited
  • 2002Dynamic programming in stochastic control of systems with delay

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94 cited
  • 2005Stochastic Optimal Control of Delay Equations Arising in Advertising Models82 cited
  • Cited by

    • 2018Systemic Risk and Stochastic Games with Delay52 cited
    • 2013Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach45 cited
    • 2017Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing41 cited
    • 2015A dynamic advertising model with reference price effect33 cited
    • 2019Delayed effects of cooperative advertising in goodwill dynamics29 cited
    • 2017Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks28 cited
    • 2021Recurrent neural networks for stochastic control problems with delay26 cited