Concepedia

A singular control model with application to the goodwill problem

Andrew Jack, Timothy C. Johnson, Mihail Zervos

Stochastic Processes and their Applications · 2008 · 25 citations · 29 references

DOI

Concepts

References

29

Handbook of Mathematical Functions

Donald A. McQuarrie · American Journal of Physics · 1966 · 40.9K citations

, , +10

Handbook of Mathematical Functions

Milton Abramowitz, I. A. Stegun · 1972 · 15.4K citations

, , +10

Diffusion Processes and Their Sample Paths.

PALE, Kiyosi Itô, H. P. McKean · Journal of the American Statistical Association · 1996 · 1.7K citations

, , +16

Controlled markov processes and viscosity solutions

M. R. James · Stochastics and stochastics reports · 1994 · 1.1K citations

, , +13

Optimal Advertising Policy under Dynamic Conditions

Marc Nerlove, Kenneth J. Arrow · Economica · 1962 · 1K citations

, , +14